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Łukasz Głąb

Łukasz Głąb

Senior Actuarial Consultant/Data Scientist

Actuarial Science
Data Science
Python
R
Machine learning
32 years old
Driving License
Warsaw Poland
Employed Open to opportunities
Contact me
I am a data science graduate and CEMS MIM student (all components completed, awaiting graduation) willing to further develop my skills in the area of quantitative analysis and machine learning.
Passed 5 Polish actuarial exams.
Resume created on DoYouBuzz
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Experiences

Senior Consultant in Actuarial and Insurance Solutions, R&D Team

Deloitte
Since September 2020
  • actuarial modelling & IFRS17 projects
  • data science projects for insurers
  • supervision of junior colleagues, providing on the job training
  • conducting internal workshops on Python
  • actuarial modelling & IFRS17 projects
  • data science projects for insurers
  • simplified VBA & DCS based tool generating inputs for Prophet ALS model for with - profit products (project ended with internal model acceptation by PRA)
  • implemented new features in stress testing tools (calculation of unit trusts, bonds, swaps & total return swaps) and changed valuation approach for floating rates which resulted in diminished influence of interest rate fluctuations on the portfolio value
  • created a bond valuation & stressing model which replaced 3 previously existing ones (UK and Canada GI, UK Life, both Excel and Prophet based); unified modelling approach, developed input generation tool and conducted analysis of changes in results
  • made other contributions to new releases including documentation drafting and testing
  • supervised the content and program quality of the projects
  • recruited Healthcare Business Seminars candidates (interviews)
  • took part in product development and pricing in group life insurance
  • assisted in preparation of pricing methodology and technical product documentation
  • developed VBA calculation tools for portfolio analysis & performed statistical data analysis and market analysis
  • prepared amendments and special terms & conditions for insurance agreements
  • drafted product management procedures in cooperation with other departments
  • led a team of 40 people within 4 distinct teams
  • managed a budget of ca. 35 000 PLN
  • negotiated with corporate partners, cooperated with institutional partners and startups (nearly 20 entities in total) and 3 medical student organizations
  • created the program & content of the project
  • implemented a brand new project unit - Healthcare Business Seminars
  • developed a project consisting of series of workshops, debates and meetings with healthcare industry representatives for 30 students willing to pursue their careers in the healthcare industry. The project took place in 3 venues and ended with a rotation dinner for the participants as well as corporate & institutional partners
  • created the content & program of the project
  • supervised marketing & recruitment activities
  • developed VBA tools which automated the analysis of group life insurance offers
  • prepared reports concerning life and health insurance
  • developed and updated employee benefits websites for clients
  • supported the tender process and solved client queries
  • Program & Corporate Partners Teams Member at Healthcare Business Forum 2015
  • Media&PR Team Member at Inspiring Solutions 8 - the biggest student conference on IT use in business in Poland
  • Media&PR and Promotion Teams Member at Inspiring Solutions 7 (awarded with Student Project of the Year prize funded by PZU)
Education

Actuarial Exams

Polish Financial Supervision Authority

Since March 2018
Passed 5 actuarial exams:
Insurance Accounting and Financial Reporting
Insurance and Tax Law
Insurance Risk Management
Economics
Modelling

CEMS MIM

CEMS Master in International Management

Since August 2017
Host School: NHH Norwegian School of Economics
Home School: SGH Warsaw School of economics
CEMS Business Project at ZEB Consulting
Project topic: Students’ Bank 2022 – analysis and strategy development

MA, Advanced Analytics - Big Data

SGH Warsaw School of Economics

October 2016 to January 2019
Minor: SAS Statistical Data Analysis Certificate - Level II
GPA: 4.4/5.0, final grade: 4.5/5.0
Master thesis: Prediction of motor insurance purchase with application of machine learning algorithms, grade: 5.0/5.0
Learn more

BA, Quantitative Methods in Economics and Information Systems

SGH Warsaw School of Economics

October 2013 to July 2016
Minors:
Introduction to Actuarial Methods
SAS Statistical Data Analysis Certificate - Level I
Bachelor thesis:
Analysis of bonus malus systems on the Dutch general insurance market with application of Markov chains
Final grade: 4.5/5.0
Learn more

CEO Academy - Participant of the 2nd edition

Daftcode Group

March 2018 to May 2018
CEO Academy is a series of unique seminars on developing effective strategies for businesses operating in the new tech industry. Lectures and workshop are delivered by CEOs and top level executives of fastest growing Polish startups.

Awarded with a possibility to participate in Mentorship Days with one of the Daftcode Group CEOs (Mentorship Days were organized for the most active participants of the academy).

Healthcare Leaders - Scholar of the 4th edition

Leslaw A. Paga Foundation

October 2016
HL is a development programme organized by Leslaw A. Paga Foundation for a selected group of 30 students willing to pursue their careers in the healthcare sector

Finalist of the 53th Polish Literature and Language Contest

The Institute of Literary Research of the Polish Academy of Sciences

April 2013
Skills

IT

  • Python
    numpy, scipy, sklearn, pandas, basics of deep learning libraries like tensorflow, keras and pytorch
    Good
  • R
    Machine learning, data processing and visualisation
    Advanced
  • SAS Statistical Data Analysis Certificate - Level I & II
    4GL programming in SAS Base, knowledge of Enterprise Guide and Enterprise Miner modules. Relevant coursework:
    Level I:
    SAS Programming
    SAS Data Warehouse Methodology
    Basic Statistics with SAS
    Time Series Analysis and Forecasting Using SAS
    Level II:
    Logistic Regression with SAS
    Event History Analysis with SAS
    Multivariate Statistical Analysis with SAS
    Advanced Statistical Analysis Methods with SAS
    Advanced
  • SQL (Oracle)
    Good
  • Prophet
    Basics of IFRS, International and ALS libraries.
    Basics of extended formulae, debugging, merging workspaces and input preparation in DCS.
    Intermediate
  • MS Excel
    Pivot tables, table formulae,lookup functions, financial functions, VBA
    Expert
  • MS Word
    Expert
  • MS PowerPoint
    Expert
  • MS Outlook
    Advanced

Data Analytics

  • Machine learning
    Good
  • Survival analysis
    Nonparametric, parametric, semiparametric methods
    Good
  • Simulation
    Good
  • Optimization
    Intermediate
  • Text mining
    Web scraping, sentiment analysis
    Intermediate

Languages

  • Polish
    Native proficiency
    Expert
  • English
    C2 (based on college final exam, score: 198/200 points)
    CAE grade B
    Expert
  • German
    B2+ (based on college final exam)
    Good
Interests

Music

  • playing the guitar (former lead guitarist & songwriter in a rock band)
  • favourite genres: progressive rock, metal, grunge

Literature

  • domestic & foreign, i.a. Waldemar Lysiak, Wiktor Suvorov

Sports

  • hiking
  • swimming
Resume created on DoYouBuzz