An actuary who turns uncertainty into decisions.

My work sits at the intersection of actuarial technique, quantitative finance, and regulation. I build IFRS 9 ECL and credit-risk models that hold up in audit, IRRBB and ALM frameworks that survive supervisory challenge, Solvency II reserving and capital models that inform real business decisions, and model validation opinions that regulators actually accept.

Increasingly, that work extends into emerging risks — climate and catastrophe modelling, sovereign and geopolitical risk, and the careful application of machine learning and AI inside risk functions where explainability and governance matter as much as accuracy.

Clients typically bring me in when the stakes are high and the answer isn't obvious: an IFRS 9 model that has to be re-calibrated in weeks, an IRRBB framework a regulator has challenged, a capital model that needs to be defensible and useful, or an AI model risk framework built to survive both internal governance and the EU AI Act.

I work independently through Quantica Risk Model. No large project team, no hand-offs to junior consultants — you get the person you hired.

Areas of expertise

• Enterprise Risk Management
• Actuarial Science
• Loss Reserving
• Capital Modeling
• Predictive Modeling
• IFRS 9 & Credit Risk
• Solvency II & ORSA
• IRRBB & ALM
• Climate & Catastrophe Risk
• Model Validation

Sectors

Retail and commercial banks, life and P&C insurers, reinsurers, pension schemes, asset managers, and corporates with material treasury or insurance exposure.