Curriculum Vitae

You can download my CV here (English, French, Vietnamese).

From 2014 to 2015, I worked, as a trainee actuary, in non-life insurance and reinsurance for different AXA’s entities (AXA France, AXA Corporate Solutions, AXA Global P&C). I joined EY in late 2015, doing consulting and audit activities for major European insurance groups, and specializing myself on Solvency II and Asset Liability Management (ALM) subjects. From 2018, I’m responsible of ALM, statistical/actuarial modeling for the french mutual insurance group Covéa.

Current situation

Professional Experience

From Jan 2018 Responsible of statistical & actuarial modeling at Covéa (Investment Department)

  • I’m in charge of ALM modeling and Solvency II for the 3 Life insurance entities of Covéa : MMA Vie SA, GMF Vie SA and MAAF Vie SA.
  • I analyse the impacts of Investment policies and Profit Sharing policies of the group on SII indicators and profitability metrics.
  • I conduct studies on Analysis of Change in BE (VA C2C) and Own Funds SII

Dec 2015 - Dec 2017 Actuarial Consultant at EY

  • Being part of the Life-Insurance team, I helped major insurance groups integrate Solvency II framework (ALM model review & development, quarter & annual calculation of BE, SCR and solvency ratio, VA C2C analysis, ORSA, strategic asset allocation, etc.).
  • I’d worked tightly with third-party ALM software editors in developing, maintaining and integrating their products into our clients systems.
  • I’d also developed internal tools, as add-ins for third-party softwares or stand-alone applications, responding to our clients’ needs (process automatization & optimization, analysis & backtesting tools).

June 2014 - Oct 2015 Trainee actuary at different entities of AXA group

AXA Corporate Solutions (Model, Reserving & Reinsurance team)

  • My main mission was to develop an actuarial model for Major Losses Reserving at AXA CS. In this model, the Major Losses Threshold is determined according to some techniques derived from the Extreme Values Theory. Once this threshold is calibrated, the model will separately estimate the IBNeR amounts (using an individual method that I named Individual Chain-ladder) and the IBNyR amounts (thanks to a frequency-severity approach and an aggregated method). (Mémoire) (Note de synthèse) (Slides)

  • I deployed a corresponding desktop application (with R and Shiny package). Here is a post of mine about deploying a user-friendly desktop application with R, Shiny, and a web browser.
  • I also participated to the 3rd quarter reserving (Q3) and forecasting (F3) process.

AXA Global P&C (Reinsurance team)

AXA Solutions Collectives (Health insurance team)

  • The main mission was to calibrate different dental claim distributions (with SAS) and then to deploy a tool for measuring the pricing impact of a dental cap (with Excel/VBA). (Rapport de stage) (Slides)
  • I also conducted a study of the senior policyholders’ behaviors on health insurance consumption before their retirement.

Education

  • Associate actuary (2016), Institut des Actuaires
  • Master of Engineering (MEng), Statistician Economist (2015), ENSAE Paris
  • Double-degree undergraduate in Applied Mathematics & Applied Economics (2012), Paris-Dauphine University

Academic projects

Below some mini-projects that I have done with my friends at school.

Final year at ENSAE

  • [Scoring] Score calibration with a CHAID model and Robustness test [2015, using R, with Franck-Arnaud TCHUENTE DJOUM, Zhengyu YANG] (Note)
  • [Advanced Econometrics of Qualitative Data] Competing Risk Model for modeling the duration of unemployment (Weibull distribution, Cox model, Weibull parametric model with Gamma heterogeneity, Bayesian semi-parametric model with unobserved heterogeneity) [2015, using R, with Thibault PLUQUET] (Note)
  • [Data mining & Machine learning] Some basic machine learning techniques for predicting the quality of wines (logistic regression, kNN, decision tree, random forest) [2014, using R, with Tien-Duc VU] (Note)

2nd year at ENSAE

  • [Stat’app project] Higher education choice (discrete choice models: I.I.A. asumption, multinomial logit, conditional logit) [2013-2014, using Stata, with Thibault PLUQUET, Hengrui WAN, Yasin ZORLU] (Note, Summary)
  • [Relevant market and Market power] Aftermarket [2014] (Note)
  • [Relevant market and Market power] Casino-Monoprix Merge & Acquisition [2014, with Thibault PLUQUET] (Slides)
  • [Monte Carlo] Bayesian auxiliary variable models for Logistic regression (the aim is to replicate the algorithm of this paper) [2014, using R, with Clothilde DAVESNE, Pierre VUILLEMIN] (Note)
  • [Time series] Consumption and Income relation (unit root test, ARIMA model, residual tests, cointegration and error correction model) [2014, using Stata, with Yasin ZORLU] (Note)
  • [Econometrics] High school students’ ranking and their desire to improve it (Polytomous and dichotomous models) [2014, using Stata, with Yasin ZORLU] (Note)
  • [Statistics] Numerical estimation of Beta distribution parameters [2013, using R, with Ly DO] (Note)

Master 1 at Paris-Dauphine University

  • [Monte Carlo] Evaluation of Basket Option (Basket option pricing with different Monte Carlo methods for variance reducing) [2012, using Matlab, with Chothilde DAVESNE, Rémi ING] (Note)

Bachelor at Paris-Dauphine University

  • [Database] Professional social network type LinkedIn (UML model, relational database model, SQL requests, trigger and other functions), [2012, using PostgreSQL, with Dan LASRY] (Note)
  • [Econometrics] Unemployment rate in France. OSL models with some basic tests (significativity and stability tests on coefficients, multicolinearity tests, autocorrelation tests and heteroscedacity tests on errors) [2011-2012, using Eviews, with Cyril BENEZET] (1st note, 2nd note)
  • [Financial Analysis] JCDecaux financial analysis [2012, with Cyril BENEZET, Hicham FASSOUANE, Dan LASRY]

2nd year undergraduate at Paris-Dauphine University

  • [Operating system] Comparison of two scheduling algorithms (Circular and Dynamic) [2011, using Java, with Vincent de DARUVAR (the smartest guy I’ve ever met. He did all of this project)] (Note)
  • [Computer architecture] Stack machine, assembly language, machine code language [2011, using C++, with Dimitri LEGRAND]
  • [Numerical analysis & Scientific computing] Shooting method for solving a boundary value problem by reducing it to the solution of an initial value problem. [2011, using Matlab, with Yasin ZORLU] (Note)

Hobbies

  • Programming (Python, R) & Web technologies (front-end & back-end)
  • Guitar (acoustic, fingerstyle)
  • Distance running (from 10km to marathon)