Fabrice Balland

• Participation in the submission of the Solvency II internal model extension for the Group. • R&D lead, documentation and internal validation of the Group's internal models for attritional risks, large risks, and man-made catastrophe risks in Non-Life. • Group Lead for the calibration process of Non-Life Entities' attritional risks, large risks, and Man-Made CAT risks for reinsurance renewals and Solvency II capital calculations. • Life-in-Non-Life risk modeling expert : Personal injury annuities (auto and workers' compensation) & Group and individual health insurance • Non-Life reserve risk modeling expert. • Participation in insurance product validation processes (Local & Group Product Approval Process). • Involvement in the calculation and annual validation activities of AXA Entities' and Group-wide Solvency II ratios for Non-Life operations, involving : SII testing plan design, Documentation of Expert Assessments, Group Annual ORSA Report, Group Internal Model Annual Validation Report and Internal/External Audits

• Retirement and Pension Fund Department: continuation of actuarial developments on the internal Longevity model, Participation in establishing the Longevity risk-appetite framework, Annual renewal of longevity scenarios for AXA Life entities, Involvement in new product validation processes (Local & Group Product Approval Process), Participation in internal and external audit activities • Health & Benefits Department: Profitability review of insurance portfolios (In-Depth Review), Annual renewal of pandemic shock scenarios for entities, Annual refresh of ORSA terrorism and pandemic scenarios, Participation in internal and external audit activities

• Actuarial R&D on the technical reserving tools of the Health & Non-Life books. (IBNR, IBNER, Unexpired Risks Provisions). • Participation in the budget forecasting exercise, Monthly and quarterly financial reporting and Internal and external audit.

This position constitutes my final internship, validating my degree from the Lyon Institute of Financial Science and Insurance (ISFA). During my internship, I developed key components of two catastrophe models: On Global Bomb Attack Risk (Terrorism, for Property Damage): • Contribution : Led the development of the stochastic event generator module (geographic location, frequency, explosive payload). On Frost Risk Model (For Property Damage): • Contribution: Built the vulnerability module - translating physical peril occurrence into physical damage responses for assets and linked financial cost assessments. • Scale Expansion: Extended the France-based model to pan-European coverage, standardizing codes and automatizing calibration and modeling key reporting. Methodologies Applied: Extreme value theory, frequency-cost modeling, vulnerability curves, threshold-trigger models, atypical threshold determination, copulas, time series analysis, counting models, hierarchical clustering, EOF analysis. Tools: Developed R-based code for all modules. Software Training: ReMetrica and AXA's proprietary R scripting platform HARP, enabling delivery of self-contained modules with GUI interfaces. Documentation: Produced comprehensive technical documentation for all deliverables.

One-month contract, continuing the work I carried out at the PBES genetics research laboratory. Tasks performed covered: - Integration of works of a third research team into the database. - VBA development updates - Team training

The PBES research laboratory offered me a position following my internship there at the end of my first year of Master's studies (Master I). I continued my responsibilities part-time during my Master II in Finance. I joined a second research team working on the database. I further developed VBA tools for Excel, which serve as an interface for data exchange with other internal research tools and for automated report generation. I also authored a deployment report and a laboratory-specific user manual. My tenure lasted until March 31, 2013.

"Deployment of a specialized database for the genetics research laboratory at PBES." My mission involved deploying a database that consolidates all experimental data from the genomic transgenesis team. This database links protocol methods, lineage acquisition and cataloging, and ensures traceability of products and reagents used in each procedure. I supported the laboratory team at every stage of their work to implement a tool that meets their specifications (information handling / task redundancy / availability). I completed my work by developing a set of VBA scripts that enable the laboratory to import new data from other internal platforms or generate automated reports from their database.