I am currently available for freelance / contract and remote-working opportunities in the followingareas: - Analytics - Actuarial model building and systems - Data Science (machine learning builds) - R, Python, C# and VBA development - SQL and Excel model replacement
I was a senior data scientist in the pricing division of ERS. I worked on: - A Natural Language Processing model using NLTK in Python - Python development with Pycharm and Jupyter - SQL development with SQL server - XGBoost models build in Python - Model deployment with Flask in Python (RESTful API) - KNN classification with Bayesian Optimisation in RStudio
Queen Mary University of LondonJune 2017 - August 2019
I was the programme director for Queen Mary University of London's Actuarial Science undergraduate programme. I lectured statistics (Generalised Linear Modelling, Bayesian Statistics, Reinsurance, Loss distributions, Ruin theory, Poisson process) at undergraduate level (including assessment in R). I also lecture Actuarial professional development (with guest lectures from the IFoA. FRC and PRA). At master's level I lecture analytics using SQL, Excel, Access and VBA. I have just been recommended for promotion to Senior Lecturer pending the Summer promotions board following successfully leading the school to re-accreditation under the IFoA's new education curriculum.
Institute and Faculty of Actuaries (IFoA)July 2018 - January 2019
I was the module lead at the IFoA for the Actuarial Statistics modules during their transition to a new curriculum, for subjects CS1 - Actuarial Statistics and CS2 - Risk Modelling and Survival Analysis. I wrote the IFoA April 2019 CS2 RStudio paper, the first paper of its kind as practical assessment is new at the IFoA.
Retirement Advantage LimitedApril 2015 - July 2015
* Production of SII Balance Sheet numbers (BEL, Risk Margin, SCR, MCR) * Modification and design of Matching Adjustment and Balance Sheet spreadsheets (including Asset Hypothecation and IRR calculations) * Completion of PRA data collection exercise for Matching Adjustment * Assistance with Matching Adjustment application
* Design & implementation of End User Computing policy (completed and signed off by senior management including CFO and AFH, also externally reviewed by EY) * Rollout of training sessions (given by and designed by me) to all members of CFO division on the new EUC policy (I trained all members of CFO, including Heads of and Director Level) * Development of Risk Margin calculation spreadsheet * Development of Aggregation spreadsheet for Balance Sheet production. (including SCR and MCR) * Aggregation of Year End Balance sheet * Development of QRT spreadsheet for Actuarial forms * Production of Q1 QRTs
Friends Provident InternationalMay 2013 - March 2014
* Management and development of a team of 3 people * New business Planning & Forecasting of VNB, NBS, IRR, PVNBP * MI production & analysis of above metrics * New business reporting (Quarter end and other, including timetable management) * Regular presentations to and liaison with senior management, auditors and key stakeholders
* Designed a new analysis of change in embedded value process with DFA, PROPHET, DCS * Production of key elements of Q2 2011 and YE 2011 MCEV balance sheet * Responsible for calculation of CRNHR and RBRM (Risk Based Return Measure) * Delivered the required reporting ahead of schedule at Q2 2011 and YE 2011
Environment of Development
IPython, MS Visual C# 2010, PyCharm, Visual Studio 2018, Xcode
Microsoft PowerPoint, Microsoft Excel, Microsoft Word
Machine Learning, ADO, NumPy
Analysis methods and tools
Integrated Regulatory Reporting, macro development, Python Programming, RESTful, Data Collection, Balance Sheet, International Financial Reporting, Relational Database, ALM, Visual Basic for Applications, Microsoft Office, Microsoft Access, Microsoft C-SHARP, Microsoft Visual Studio, IOS apple development, New business Planning & Forecasting, BA, database management
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