Mohamed Akram JABRI

Allianz : Life Reserving Groupe BPCE : Insurance Risk Management

Quarterly Reserving Closing - Analysis of the gap in Life contracts reserving. "Individual and Collective agreement, Articles 82/83/39, Madelin...". - Consistency check with Life technical accounting to deliver a financial state. - Monthly control of Unclaimed Contracts "Eckert Law". Reinsurance - Calculation of reinsurance premiums/commissions according to the signed treaties "QP, Surplus share". - Delivering of the annual reinsurance accounts regarding the credit insurance "death, disability, invalidity, unemployement". Risk management - Consistency check of the MCEV input data (Model Points) - Semi-annual deterministic projection of the Euro portfolio with economic assumptions « Task for Swiss Life Holding ». - Accounting of nontraditional long-duration contracts for seperate accounts « SOP 03-1» FASB standards IFRS 17 - Deleviring MP of Credit Life & Protection Business - Working on pure premiums for VAN calculating purpose. - Participating in workshops to define the process

Mission at BPCE Risk Management "Insurance activity" Project : ICAAP 2018 "Internal Capital Adequancy Assessment Process" - Stress projection Tests for the CNP compangy and development of deliverables at the group level. - Coordination with subsidiaries (Natixis Assurance, Coface, CEGC, Prépar-Vie BRED, CNP) and consolidation of results. - Analysis of the economic capital of Groupe BPCE's insurance subsidiaries.

Mission at Ensemble Protection Sociale “EPS”: Economic Scenarios Generator: Improving the Economic Scenarios Generator quality by pricing Swaption to calibrate Hull White model. (the model used by EPS for interest rate) Pilliars 1&2 of Solvency II: - automating the verification of martingality for several assets (nominal rates, shares, real estate…) upstream the launch of ALM model. - Generation of results is automated by R markdown. Look through approach for funds: - Carriying out a quantitative study thats answers the question: Which threshold of transparency should be chosen according to the variation of the SCR and the complexity of the financial instruments to Treat? - Working on interest rate futures, especially the EURO-BUND in order to price it, challenge Bloomberg and look for how to diffuse it in time. The final goal is the implementation of this method in the calculation of the ALM model. Dashboard: Monitoring the activity within EPS by developing a Web app via R Shiny to follow up the real and historical progress.

- Cleaning the database in order to identify the large fire claims - Descriptive statistics (Univariate & Multivariate analysis) - Building GLM (Generalized Linear Models) : Variables selction - Use of Machine Learning Technics (GBM « Gradient Boosting Machines »). - Improvement of GBM models by using external data (sociodemographic, meteorological). - Comparing models via KPI (Gini index, lift 1%) - Developing of Text mining for claims causes. - Reporting via R markdown