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.
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
