Looking for a job

Philippe User

@philippeuser

Message

Actuarial Consultant specializing in capital, reserve, and Solvency II risk modelling.

Belgium

Message

What I'm looking for

I’m looking for a data-focused role where I can build models, run Monte Carlo simulations, and deliver clear decision-support through rigorous documentation and stakeholder-ready reporting.

I am an actuarial and quantitative professional with dual Master’s in Actuarial Sciences (VUB) and Business Engineering (Solvay). I combine strong technical expertise in capital risk modelling and Monte Carlo simulation with 10+ years of experience translating complex quantitative concepts into clear, structured findings. I’m used to identifying model weaknesses, challenging assumptions, and communicating results to non-technical audiences.

In my consulting work, I built GLM gamma models and ran Monte Carlo simulations (100,000+ scenarios) to estimate SCR capital, including sensitivity analysis and structured documentation for decision-making. I also apply Solvency II standard formulae for fixed-income portfolios, and deepen reserve-risk work through chain ladder development, bootstrapping for uncertainty quantification, GLM fitting, and Monte-Carlo simulation of IBNR. My approach stays rigorous, transparent, and stakeholder-focused.

Experience

Work history, roles, and key accomplishments

Mathematics-Economics Teacher

Various Institutions

Reviewed and improved students’ quantitative solutions by identifying logical inconsistencies, and developed structured analytical frameworks for probability, statistics, and calculus. Taught Python and Excel for statistical analysis and regression modelling, and supported students preparing for international examinations.

Teaching Mentoring Probability Statistics Calculus Python Excel Regression Modeling Data Visualization

Actuarial Consultant

Risk Dynamics & Axa

Built a GLM gamma model and ran Monte Carlo simulations (100,000+ scenarios) to estimate SCR capital, including sensitivity analysis on key assumptions and validation of methodology. Applied Solvency II standard formula for fixed-income portfolios and produced structured decision-support documentation for non-technical stakeholders.

Python (Pandas NumPy Scipy Matplotlib R SQL Monte Carlo Simulations GLM Solvency II SCR Modeling Model Validation Reserve Risk

Education

Degrees, certifications, and relevant coursework

Université libre de Bruxelles (ULB)

Teacher Certification in Mathematics, Mathematics (Teaching Certification)

Grade: With Distinction

Teacher certification in mathematics at ULB, completed with distinction.

Vrije Universiteit Brussel (VUB)

Master of Science (MSc) in Actuarial Sciences, Actuarial Sciences

Grade: With Distinction

MSc in Actuarial Sciences at VUB, completed with distinction. Master’s thesis work supported Solvency II reserve risk estimation and documentation of results.