actuary

EDUCATION

**** - **** ******’s degree in actuarial sciences, Catholic

University of Louvain-La-Neuve, Belgium. Grade: honor 2007 - 2009 Master’s degree in Discrete Mathematics, University Louis Pasteur of Strasbourg, France

2004 - 2007 Bachelor’s degree in Mathematics, University Louis Pasteur of Strasbourg, France

WORK EXPERIENCE & INTERNSHIPS

BANK OF HOUSING LOANS OF SENEGAL PROJECT

MANAGEMENT OFFICER (PMO) 2013 – 2017

Assisted of the project manager in launching and implementing a new banking software (ERP): coordinated the functional project teams, followed up the input/output files, the ERP parameterization, participated to the testing and the data migration, organized the trainings of the futur end users’s trainers. Responsible of following up of the post-production troubleshots and the requests of enhancing the software. AXA FRANCE INSURANCE RESPONSIBLE OF

STATISTICAL ANALYSIS 2010 - 2011 (temp. contract) Executed the request in SAS data extraction and implemented the weekly reportings, implemented VBA codes to

automatically upgrade data and complete missing/wrong data in the life insurance portfolios of 816 commercial executives, coordinated some data upgrade portfolios’ projects. AXA FRANCE INSURANCE INTERNSHIP – VBA & SAS

PROGRAMER 2010 (3 Months)

Made survey towards client portfolios managers about reported fire, thief and car claims in order to implement in VBA an interactive tool generating different types of statistics for decisions-making. Set up an end users guide.

RENAULT FRANCE INTERNSHIP – JAVA/J2EE

PROGRAMER 2009 (6 Months)

Elaborated functional and technical specifications, implemented many interactive interfaces (IHM) under Java/J2EE and WebSphere, created cases for testings and set up an end users guide.

LANGUAGES

French : proficient level

English : advanced level in speaking, reading and writing COUR DU CORNOUILLER, 1

1435 MONT SAINT GUIBERT

0467/63.34.75 ***************@*****.**

NDEYE ARAME SECK

Qualified Actuary from Belgian Institute of Actuaries SOFTWARE SKILLS

PERSONALITY

Proactive

Communication

Analytical mindset

Challenge

R software

Project management

Excel/VBA

SAS software

Autonomy

ADDITIONAL

Knowledge in Solvency 2, IFRS

17 et IAS 19.

2018 - 2019: Monitor of statistics

exercises for undergraduate

students at my university.

2012 - 2013: Volunteer within a

humanitarian association in

Senegal.

2003: Winner of a regional

Mathematics competition, 2nd

prize.

ACADEMIC PROJECTS AND MASTER’S THESIS

LIFE INSURANCE / STOCHASTIC FINANCE:

Performed analyses and comparisons of different life insurance products (Branch 21 with profit- sharing, Branch 23 with a minimum guaranteed interest rate and a « switch options » product). Found out the unkhown parameters e.g the profit-sharing rate. Simulated the pay-offs of the two given Branch 23 products with respect to different economic scenarios of the risky funds. Proposed an alternative product of type « Variable Annuity ». Skills gained:

Valuation of life insurance products with « embedded options » by using the technique of change of numeraire, in R ans Excel.

LIFE INSURANCE:

1- Modelled (parametrically) the lifetime of persons diagnosed with cancer, based on a database with right and left censures.

2- Smoothed the crude mortality rates, using the technique of Whittaker-Henderson and estimation of the parameters of Makeham Model on the smoothed mortality rates. NON-LIFE INSURANCE / PREDICTIVE MODELLING WITH DATA SCIENCE TECH: Case of a motor insurance contract portfolio. Modelled, in R software, the claims frequency by using GLM, Regression Tree, Random Forest and GBM. Predicted the claims frequencies of the insured in the database test. Comparison of the different models and choice of the best. Same work with credit risk (default probability)

Skills gained:

GLM, Bagging on GLM, Regression Tree, Random Forest, GBM in R software. NON-LIFE INSURANCE / ENTREPRISE RISK MANAGEMENT (Solvency 2): Implemented a partial internal model, by using two different approaches, for a non-life insurance company which uses the standard formula for the calculation of the SCR of its reserving risk. Implemented and compared the SCR from the partial internal model and the standard formula’s one. Made recommandation to the company about the choice between a partial internal model and the standard formula.

Skills gained:

Estimation of the futur cash-flows out, by using Mack Chain-Ladder in R. Calculation of the BEL (Best Estimation of the Liabilities) using the EIOPA interest rates curve. Chain-Ladder and Bootstrapp Chain-Ladder models in R. Merz-Wuthrich model in R. NON-LIFE INSURANCE / QUANTITATIVE RISK MANAGEMENT: Case of a European fire insurance portfolio with two components: the building loss and the content loss.

Performed an extreme value analysis for both building and content variables. Estimation of some specific quantiles. Modelled the whole portfolio and assessed the goodness-of-fit. Estimated the coefficient of upper tail dependence for the two given variables. Skills gained: Application of the Extreme Value Theory in R. STOCHASTIC FINANCE:

Priced the options « Knock-out European Call » and « Knock-out American Call » by implementing in R a binomial tree and a trinominal tree. Performed comparison with the prices given by Black & Sholes model. Performed sensibility tests on the market parameters. Academic projects accomplished in 2019 and 2020:

Master’s thesis: « Optimal insurance under background risk »

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