His work includes assisting with the implementation and the optimization of IFRS17, optimizing Asset Allocations for UL portfolios, designing Asset Liability Management processes, crafting actuarial and reserving reports, or Solvency & Valuation Due Diligence reports for mergers and acquisitions. Jean-Baptiste's project experience is extensive, covering areas such as the Swiss Solvency Test, Solvency 2, reserving under both German and Swiss GAAP, IFRS17, as well as dealing with traditional and variable annuity products, and the management of assets and liabilities. While his primary focus is on Life insurance, he also contributes to Property & Casualty and Reinsurance projects.
Before Joing Milliman, Jean-Baptiste spent a decade at Baloise Life, culminating in his role as Head of Quantative Development, Actuarial Services. He conceived, designed, implemented (in C++/SQL) and automated Baloise Switzerland Life's internal model, encompassing all individual and group life products and conventional asset classes. Before Baloise, Jean-Baptiste was employed by Société Générale Corporate & Investment Banking in New York, USA, as a front office software developer and business analyst for the commodities derivatives.
