Anjali Sakhrani

IFRS17 using the modified retrospective approach. Adapted their Prophet Models to include the new IFRS17 cohorts, for each of the different product categories. Used a CSM Engine to compute and analyse outputs from these models in the required formats.

Part VII Transfers, IFRS17 implementation, Transformation Projects, Project Management, Assumption Setting, Modelling.

• Worked on a client project which involved using their model which projects the SII internal model balance sheets (Own Funds and SCR). The results were presented in PowerPoint and validated against the most recent year-end reported results. This involved verifying and being comfortable with all the assumptions which were used for the BEL and 1 in 200 Stresses, and also checking that the BEL and Stresses were within the 1% tolerances of the reported modelled results at a total level, understanding any deviations from this.

• Involved in a Manuals overhaul project for a client. Conducted meetings with key stakeholders to propose and come to a decision for each manual held. This involved preparing the rationale and justifications for each proposal and using Jira and Confluence to document and track decisions and progress on each item. Adapted/built spreadsheets and methodology to improve the efficiency of the manuals and also remove legacy manuals no longer required.

• There was also a separate piece involving understanding and documenting all of the asset share manuals.

• Prepared a backing spreadsheet which the company will use going forwards each quarter to monitor and track manuals, as new manuals get added and manuals no longer required start to be removed. This will then regularly provide a high-level summary of the manuals held following the end of this project.

• Researching and creating the groundwork for Machine Learning opportunities in Insurance and also learning more about IFRS17, in particular investment variance.