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Experience
Nicholas is primarily a life actuary with strong expertise in the fields of modeling, valuation, and risk management, which have been the focus of much of his career. Previous experiences includes:
- Stochastic and deterministic liability and asset projections for SII, MCEV, LAT, SAA reporting
- Arbitrage-free pricing and economic scenario generation to value embedded options
- ALM modeling: bonus rules, dynamic credit spread models, cash flow matching, dynamic lapse
- LSMC in the context of an internal SII models
- Process automation and optimisation
Education
- Phd in Mathematics, Ghent University, Belgium
- MSc Actuarial Sciences, KU Leuven, Belgium
- MSc Mathematics, Ghent University, Belgium
Affiliations
- Nicholas is an approved member of the Institute of Actuaries in Belgium (IABE).
