o Solvency II Own Fund reporting (previously MCEV). In charge of New Business, internal rate of return and Guaranteed Minimum Death Benefit computation. o In charge of stochastic spread ESG developped during sandwich courses. Study on interest rates volatilties. o Control of interest rate, inflation, equity and property ESG quality. o Improvment of ALM model (Prophet software): Analysis of changes in lapses, expenses and commisions hypothesis. Development on Asset Allocation. o Daily colaboration with group in London and a Polish team. English used for exchange.

o Pricing of bonds using stochastic spread (JLT model) in ALM model o Stochastic migration and default of bonds in ALM model (VBA and Prophet ALS) o Build a credit ESG based on Jarrow, Lando and Turnbull model. (R et VBA) o Pricing of perpetual debt with default risk o Calibration of historical credit spread distribution o Calibration of Covered Bonds risk o Study on the calibration of interest rate risk