About Wendpagnagdé Romuald Axel
- Analyze and model risk, pricing, and forecasting with actuarial precision.
- Apply machine learning and statistical techniques to extract value from data.
- Design clear dashboards and visualizations to support strategic decisions.
- Bridge the gap between technical complexity and business impact.
French
Native or bilingual
English
Fluent
Experience
- EXIOM PartnersActuarial ConsultantBANKING AND INSURANCEJune 2022 - Today (4 years)Paris, FranceTopic : Climatic scoring (Hail)• Analysis of a database of hail events recorded in a set of specific departments and identification of claims linked to hail events in theclaims database• Analysis of the claims and portfolios database from 2019 to 2023 for house insurance• Calculation of hail's pure premium using a credibility model for the average cost of a claim and the average frequency of claims• Using quantiles of hail's pure premium distribution to create climatic scoring Topic : Solvency 2• Data cleaning• Premiums, commissions and IBNR calculation• Creation of the balance sheet• Calculation of the SCR (Solvency Capital Requirement) using the standard formula• Preparation of regulatory requirements: QRT (Quantitative Reporting Template), NST (National Specific Template), SFCR (Solvencyand Financial Condition Reports) Topic : IFRS 17• Implementation of the eligibility test (choice of general or simplified model) and the onerousness test (profitability)• Creation of pattern for cashflows projections• Implementation of risk adjustment based on boostrapping• Creation of cashflows : LIC (Liabilities for Incurred Claims : case reserve, incurred but not reported (IBNR), unallocated lossadjustment expenses (ULAE), risk adjustment) and LRC (Liabilities for Remaining Claims : premium, acquisition costs, administrativecosts, claims, risk adjustment)• Implementation of models : PAA (Premium Allocation Approach) and BBA (Building Block Approach)• Creation of IFRS17 reports: Report 100 (flow view) and Report 101 (stock view)
- FixageActuarial ConsultantBANKING AND INSURANCEMay 2021 - May 2022 (1 year)Paris, FranceInventory• Review of data extraction codes• Reconciliation of technical and accounting data in order to identify and explain any discrepancies Topic : Reserving• Study of customer database and calculation of mathematical provisions based on assumptions of mortality, nuptiality, etc
- DirectAssurance (AXA)Actuary TraineeBANKING AND INSURANCEFebruary 2020 - October 2020 (8 months)Paris, FranceModelling the retention of automobile contracts at renewal by taking into account the household multi-holding factor :• Use of Household parameter to take into account the interaction between contracts and individuals of the same Household• Statistical analysis to define multi-holding factors and creation of working database• Modelling of the probability of retention at renewal and comparison of the performances of the different models between the classicalapproach (GLM) and the machine learning (XGBOOST, LGBM, Random Forest)
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Education
- Master actuarial sciencesÉcole Nationale de la Statistique et de l'Administration Économique (ENSAE)2020Master of Science
- Master statistics and econometricsToulouse School of Economics2019Master of Science