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JOJonas Osman
Curriculum Vitae

Jonas Osman Abdelghafour

Actuary & Quantitative Risk Expert · 20+ years across banking & insurance

Profile

Actuary and quantitative risk expert with more than twenty years of experience across banking and insurance. Independent consultant working with banks, insurers, reinsurers, pension schemes, and multinational corporates on quantitative risk problems that need to survive audit, regulator, and market stress — from IFRS 9 and Solvency II to IRRBB, catastrophe modelling, and AI risk model governance.

Qualifications

  • Actuary
  • Financial Risk Manager (FRM), GARP, USA
  • MSc, Actuarial Science

Education

  • Uppsala University
  • University of Warwick
  • London School of Economics (LSE)

Areas of expertise

IFRS 9 & Credit RiskSolvency II & ORSAIRRBB & ALMLoss ReservingCapital ModellingModel ValidationClimate & Catastrophe RiskSovereign & Geopolitical RiskAI & ML Risk ModelsEnterprise Risk Management

Sectors served

Retail and commercial banks · Life and P&C insurers · Reinsurers · Pension schemes · Asset managers · Corporates with material treasury or insurance exposure.

Speaking & conferences

  • Arab Actuarial Conference 2024 — Tunisia
  • Arab Actuarial Conference 2026 — Dubai (upcoming)
Full speaking record →

Selected writing

Published notes on IFRS 9 PD calibration, IRRBB, catastrophe tail risk, liquidity stress testing, sovereign risk, and enterprise risk management.

All insights →
A detailed chronology of employers, engagements, and references is available on request. Please write to contact@quanticariskmodel.com.