SRISHTI BUDHIRAJA

EBS reporting for 3 entities

GGY Axis modelling

GAAP/STAT Reporting

AvsE

BSCR

• Quarterly valuation and reporting on an Economic Balance Sheet (EBS) basis for a Bermuda life reinsurer
• AXIS modelling, calculating the BEL on the Scenario Based Approach (SBA), the Risk Margin and the BSCR, as well as analysis of the results and stress testing on the ALM position
• Performing testing, assumption review for US life structured settlement investment business (audit procedures)

• Monthly/Quarterly valuation of FAS60 reserves and DAC using poly systems under US GAAP
• DAC projection, AvsE calculations, cashflows validation, Sensitivity analysis and stress testing on assumptions
• End-to-end US GAAP reserves and attribution calculations for MetLife Shield (MSLS) product
• Option Budget Pricing and assumption unlocking exercises
• Single cell testing using cell validator models
• LDTI DAC Amortization poly systems testing and validation of results for LDTI implementation

• Reserving of variable annuities in MG ALFA for a US life insurer
• Reporting and valuation of reserves under US GAAP and STAT guidelines
• Assumption and methodology review, testing and development in MG ALFA
• Support UAT testing and documentation for VM21 implementation
• Sensitivity testing of various demographic and economic assumptions on reserves
• Automation of data extraction and check processes using MS access, VBA and SQL
• Preparation of Annual statements and memos for regulatory reporting