Andrey Yagafarov

Responsible for correctness and interpretation of the Solvency Capital Requirement calculations for the group and the local entities

- Responsible for quantitative and qualitative risk management within the company - Risk oversight of the Allianz-Tiriac Pension Fund (a full subsidiary of the Allianz-Tiriac Asigurari) - Project management: IFRS 17/9 implementation, strategic transformation project, Balance Sheet Review

Advisor to an early stage startup on all matters related to insurance, in particular, legal framework (licensing, insurance distribution, cross-border operations (freedom of services, freedom of establishment)), insurance products, underwriting, partnerships with underwriting carriers

- Implementation of Model Governance within Allianz Group Risk as well as Allianz risk community - Support in interfacing with the supervisors on model governance and model change process - Responsible for validation of Market Risk and Group Aggregation models - Coordination of the minor model change process for Allianz Group and the Internal Model entities

Financial risk management advisory focusing on quantitative and regulatory aspects of risk management within insurance and other financial institutions.

- Leading qualitative and quantitative assessment of major risk management, hedging and product cashflow models within ING Insurance - Groupwide implementation of model validation activities in the context of Solvency II

Financial management, international finance, risk management, corporate finance, corporate governance, econometrics

Mathematik, Wahrscheinlichkeitstheorie, Finanzmathematik, Versicherungsmathematik