Iuliia Guliaeva

-Estimated Value at Risk for variety of benchmark portfolios and instruments -Evaluated impact on Solvency Capital Requirement (SCR) from companies merge within the Group -Performed weekly stressed calculations of SCR during Corona-crisis -Calibrated internal model for market and credit risk -Maintained inhouse codes and calculated company’s assets and liabilities using R -Collaborated with other teams on topic of internal model -Managed SQL database for Property stream

-Developed validation excel tool for internal checks of best estimate reserves (liabilities), which improved quality of reported values by business units by 15 % -Implemented several new insurance products in special actuarial software -Organized workshops on different actuarial topics -Presented different actuarial topics to the audience of 30 and more people -Summarized core financial and actuarial figures of business units in order to help Management Board in shaping of company’s strategy

-Calculated company insurance reserves in accordance with IFRS and local accounting standards (Access model) -Implemented liability model in Prophet tool and calculated Market Consistent Embedded Value for the Group, that attracted new shareholders -Derived yearly assumptions what was used in forecast calculations of reserves -Developed budgeting model, that significantly improved efficiency and quality of short and long term business plans evaluation -Performed pricing of new company’s products

Market Risk, Credit Risk, Econometrics, Stochastic Processes, Portfolio Management Thesis title: “Assessment of default probabilities of the largest Russian and foreign companies”