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@alvinmash
Member since April 8, 2018
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alvinmash

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Budding professional consultant with a scientific approach to problems, strong quantitative aptitude in actuarial techniques, financial mathematics and data science. Refined understanding of financial management practices and experienced in a wide array of techniques within tactical environments. Enthused about leveraging academic knowledge, analysis skills and strategic thinking to deliver optimal solutions. Areas of strength include:  Risk assessment, mathematical, statistical and quantitative skills • Academically qualified actuary with the Institute and Faculty of Actuaries - UK with an MSc in Financial Engineering • Published a paper on risk pricing, assessment and management in a peer reviewed journal • Extensive grounding in financial engineering principles and the interlink with risk management  Accustomed to working in high-pressure, fast-paced environments and deliver within set timelines  Excellent communication, interpersonal and training skills
$30 USD/hr
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Education

MSc Financial Engineering

2012 - 2014 (2 years)

BSc (Hons): Actuarial Science

2008 - 2011 (3 years)

Qualifications

Actuarial qualification (2018)

Institute and Faculty of Actuaries - UK

Academically qualified actuary with the Institute and Faculty of Actuaries - UK.

Publications

Pricing variable annuity guarantees in South Africa under a Variance-Gamma framework

The purpose of this study is to investigate the pricing of variable annuity embedded derivatives using a suitably refined model for the underlying assets, in this case the Johannesburg Securities Exchange FTSE/JSE All Share Index (ALSI). This is a practical issue that life insurers face worldwide in the management of embedded derivatives. We consider the Variance-Gamma (VG) framework to model the underlying data series.

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