Antoni Ferri Vidal. Curriculum Vitae. Skills. Relevant Work Experience. Computer skills. Technical skills. Soft skills. Specific Tasks: Basic

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1 Antoni Ferri Vidal Curriculum Vitae Skills Basic Project orientation Integration Pragmatism Computer skills Visual Basic Application, User programing level Microsoft Office, L A TEX, R-project, ERMs, IBNRs Technical skills Solvency II, sound knowledge in Solvency II (non-life underwriting risk) Statistics Methods, expert in quantitative risk methods, risk aggregation and, multivariate regression models. Soft skills Strong skills in working in a fast paced project environment and delivering results under time pressure and to tight deadlines. Strong team player and time management. Strong communication skills both internally with the team and externally with the client. Practical view of problems. Relevant Work Experience 2014 Present Consultant, PriceWaterhouseCoopers, Madrid. As supervisor I have been working in non-life internal models review for solvency purposes and I am in charge of the non life team. Specific Tasks: Missions in, PwC, consultancy. Non-life IBNR technical provisions. Premium and reserve risk s internal model validation. Statistical models programing. Data mining. 1/5

2 Consultant, Actuaris Ibérica, Madrid. As consultant I have been working in non-life internal models review for solvency purposes. I ve checked the correct use of copulas for risks aggregation. Based on the Pillar II of Solvency II I have worked in the development of validation guides for internal models approval and in Own Risk and Solvency Assessment (ORSA) models and reporting. I have participated in reserving checking processes through the use of stochastic reserving models for best estimates and risk margin estimation. Specific Tasks: Missions in, Actuaris Ibérica, consultancy. Non-life IBNR technical provisions. Recovery rate estimation in credit line of business. Group s SCR consolidation. Premium and reserve risk s internal model validation. Non-life premium and reserve risk s SCR estimation (QIS-5 model). ORSA model development, quantitative aspects. M & A project. Statistical models programing. Data mining Part time teacher, University of Barcelona, Barcelona. Statistics teacher in Business Administration Degree. As partial time teacher, I taught Applied Statistics for Business. The main contents of this subject were related to statistical sampling analysis probabilistic theory and Bayesian inference Partial time teacher, ESIC Business and marketing School, Barcelona. Statistics and Time serial teacher in Business Administration Degree. At the international business school ESIC I taught two subjects as part time teacher: Applied Statistics for Business and Modeling of time Series. The main contents of these subjects were related to statistical sampling, inference, Bayesian analysis, modeling of time series applied to finance, and Deterministic and Stochastic Modeling applied to forecasting Researcher, Riskcenter, Barcelona. As member of this research group I developed my Ph.D. thesis Applied Dependence structures to Risk Management and Risk Capital Estimation. The main goal of this thesis was to improve the methodologies to estimate the solvency capital requirements in Solvency II (standard model) through the use of copulas. I also worked with Bayesian Models to estimate correlation matrices. As member of this research group, I also participated as discussant and lecturer on insurance and Solvency II topics in some of the most prestigious colloquiums across Europe Banking officer, Caixa Ontinyent, Valencia. Import/Export Department. My main duties were: to settle internationals transfers and payments from import/export business; to operate with currency exchange forward contracts; closing of customers deposit positions on currencies, buying and selling in the exchange market. Spanish Català English Languages Mothertongue Mothertongue level Deutsch Basic A1 Goethe Institute 2/5

3 Professional Qualifications Actuary Col legi d Actuaris de Catalunya. Member number 0628 Actuary Instituto de Actuarios Españoles. Member number 3493 Education PhD program, University of Barcelona, Barcelona, Cum Laude MSc Business, Finance and Insurance, University of Barcelona, Barcelona, A MSc Actuarial and Financial Sciences, University of Valencia, Valencia, A BA Business Administration, University of Valencia, Valencia, A. Title Description Title Description PhD Thesis Estructuras de Dependencia Aplicadas a la Gestión de Riesgos en Solvencia II This thesis explores the new regulation Solvency II and focus in the solvency capital requirement for non-life s premium and reserve risk under both the standard and an internal approach. It is proposed a correlation matrix estimation using a bayesian model. Master Thesis Posicionamiento de las Entidades Aseguradoras del Ramo de Vida ante la implementación de programas de Enterprise Risk Management A market study is presented for a representative sample of Spanish life insurers. It shows those relevant factors which significantly affects the financial behavior of insurers. Awards 2012 Outstanding Scholarly Contribution Award. MS 12 New York, International Conference on Modeling and Simulation (AMSE-2012) 2010 Best research work in insurance field, 3 rd Edition of Premi VidaCaixa-UB Best Academic performance dossier. MSc Actuarial and Financial Science. University of Valencia. Publications Articles 2013 Ferri, A., Bermúdez, L. and Guillén, M. "Influence over the non-life underwriting submodule SCR of the implicit standard formula s random variable", Annals of the Institute of Spanish Actuaries, Bermúdez, L., Ferri, A. and Guillén, M. "A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation". ASTIN Bulletin,43(1), Bermúdez, L., Ferri, A. and Guillén, M. "On the Use of Risk Measures in Solvency Capital Estimation". International Journal of Business Continuity and Risk Management, accepted. 3/5

4 2012 Ferri, A., Bermúdez, L. and Guillén, M. "Solvency capital estimation and risk measures", Lectures Notes in Business Information Processing, 115, Bermúdez, L. and Ferri, A. "Credibility formula for correlation matrix between lines of business in non-life underwriting solvency capital estimation." Annals of the Institute of Spanish Actuaries, Chapters 2010 Ferri, A., Rodriguez, P. and Romero, M. J. "Risk Management" in Study of the Spanish insurance 2010-market: The Qualitative aspects of Solvency II. Financial Studies Foundation (FEF). Foundation Papers Collection. ISBN Ferri, A. "Sensibility of non-life underwriting SCR of the aggregate Spanish market. Standard approach versus Internal approach" in Research in Insurance and Risk Management: Risk Foundation Mapfre. Journal of the Foundation, 171. ISBN Ferri, A., Bermúdez, L. and Alcañiz, M. "Correlation between LoB sensitivity analysis of non-life underwriting submodule SCR based on the Standard formula", Annals of the Institute of Spanish Actuaries, Bolancé, C., Ferri, A. and Santolino, M. "Positioning of life insurance companies versus the implementation of Enterprise Risk Management programs", Annals of the Institute of Spanish Actuaries, Proceedings 2012 Ferri, A. and Bermúdez, L. "Bayesian estimation of the correlation matrix between lines of business for non-life underwriting risk module SCR". Actuarial and Financial Mathematics. Brussels (Belgium) 9 th -10 th February, ISBN Working Papers 2012 Ferri, A., Bermúdez, L. and Guillén, M. "How an entity can adopt the Standard Model and use it with its own data". Xarxa de Referència en Economia Aplicada. Available at SSRN: Meetings Contribution and Discussant 2013 Congreso Ibérico de Actuarios. 19 th -21 st June, Barcelona (Spain) International Conference on Modeling and Simulation. Outstanding Scholarly Contribution Award. 30 th May-1 st June, New York (US) th ASTIN Colloquia. 19 th -22 nd June, Madrid (Spain) th Workshop on Risk Management and Insurance Risk. 20 th -21 st October, Seville (Spain). Attendance th Workshop on Risk Management and Insurance Risk. 20 th -21 st October, Seville (Spain). 4/5

5 th International Summer School of the Swiss Association of Actuaries. Regression Modeling with Actuarial and Financial applications. 18 th -22 nd July, Lausanne (Switzerland) th ASTIN Colloquia. 19 th -22 nd June, Madrid (Spain) Risk and Extreme values in Insurance and Finance. 6 th -7 th June, Lisbon (Portugal). II Barcelona Insurance and Risk Management Summer School. Finance and Insurance Applications of Markov Chains. 13 th -14 th June, Barcelona (Spain) Summer School. Testing and disclosing Own Risk Models for Solvency Assessments (ORSA). 25 th -27 th May, Lisbon (Portugal) II Barcelona Insurance and Risk Management Summer School. Claims reserving Methods in General Insurance: state-of-the-art and recent developments. 26 th -27 th April, Barcelona (Spain) Professional Actuarial course. Internal Models in Solvency II. Calibration, aggregation and allocation of the main risks: conceptual and practical insight. 23 rd -24 th February, Barcelona (Spain) I Barcelona Insurance and Risk Management Summer School. Pension Investing and Retirement Risk Management. 12 th -14 th July, Barcelona (Spain) Professional Actuarial course. Adapting the regulatory framework Solvency II: practical aspects. 23 rd June, Barcelona (Spain). 5/5

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