Ashish Chaturvedi
Kalyan west
Summary
A qualified actuary (FIA) with 12 years of extensive experience in the Life insurance and pensions sectors. Areas of expertise include: Credit spread risk and fundamental spread risk modelling under Solvency II, Proficiency in Python and VBA, Expertise in modelling illiquid assets like CMBS & HA debt under solvency II, Prophet/PolySystems modelling
Overview
12
12
years of professional experience
Work History
Deputy Manager- Risk modelling team
M&G Global Services
06.2018 - Current
- Led a dynamic team of two members, overseeing the timely delivery of BAU calibrations in compliance with Solvency II regulations
- Played a key role in supporting the modeling of illiquid assets such as CMBS and HA debt
- Additionally, actively contributed to implementing Solvency II UK reform-related changes to the Fundamental Spread model.
Assistant Manager- Risk modelling team
M&G Global Services
06.2018 - 11.2020
- Supported the Credit Risk Major Model Change (MMC) and conducted annual calibrations for interest rate levels and fundamental spread risks.
Senior Consultant- Life modelling team
Genpact India Pvt. Ltd.
09.2016 - 06.2018
- Supported in resolving complex issues within the PolySystem model for Universal life products, ensuring compliance with both US statutory and US GAAP frameworks.
Senior Actuarial Analyst – Prophet modelling team
WNS Global Services Pvt. Ltd.
11.2014 - 09.2016
- Contributed to resolving challenges within the Prophet model and managed all releases effectively.
Performed statutory actuarial valuations for Defined Benefit Occupational Pension schemes
Jardine Lloyd Thompson Pvt. Ltd.
01.2012 - 11.2014
- Performed statutory actuarial valuations for Defined Benefit Occupational Pension schemes in the UK in accordance with the regulations set by the Pension Protection Fund.
Certifications Education
CS1, CS2, CB1, CB2, CB3, CM1, CM2, CP1, CP2, CP3, SP2, SP5, SA7, Post Graduate Diploma in Actuarial Science (PGDAS), University of Mumbai, 2010
Timeline
Deputy Manager- Risk modelling team
M&G Global Services
06.2018 - Current
Assistant Manager- Risk modelling team
M&G Global Services
06.2018 - 11.2020
Senior Consultant- Life modelling team
Genpact India Pvt. Ltd.
09.2016 - 06.2018
Senior Actuarial Analyst – Prophet modelling team
WNS Global Services Pvt. Ltd.
11.2014 - 09.2016
Performed statutory actuarial valuations for Defined Benefit Occupational Pension schemes
Jardine Lloyd Thompson Pvt. Ltd.
01.2012 - 11.2014
Similar Profiles
Yatin MoreYatin More
Senior Manager Corporate Function Technology Team at M&G Global ServicesSenior Manager Corporate Function Technology Team at M&G Global Services
Archana ShenoyArchana Shenoy
Project Manager at M&G Global ServicesProject Manager at M&G Global Services
Anjum AnsariAnjum Ansari
Manager at M&G Global ServicesManager at M&G Global Services
Swanand BagveSwanand Bagve
AVP Data and Analytics at M&G Global ServicesAVP Data and Analytics at M&G Global Services
Sandesh Mahadeo SakatSandesh Mahadeo Sakat
Quality Assurance Manager at Cityflo CompanyQuality Assurance Manager at Cityflo Company