As part of the Research and Development department in Paris, most of the time my job consists of identifying clients’ issues in terms of modeling and improving their risk models. We also develop and propose alternative models that properly fit the risks undergone by the company. Hence, a large part of my work is actually supporting and assisting the practices of my offices in specific modeling areas and questions.
During my last year at ENSAE (the French National School of Statistics), the life insurance course was taught by Laurent Devineau, head of Milliman’s R&D in Paris. I was interested in using my technical skills in a tangible way. Milliman offered me this opportunity, first during an internship and, as of 2012, as a consultant.
My office is located in the 16th arrondissement of Paris, not far from the Arc de Triomphe and the Champs Elysées. We have a big kitchen where most of the consultants working at the office eat every day. We sometimes organize “office meetings” there. It helps all the colleagues get in touch with each other. The structure of the office allows for communication. It is large enough to feel comfortable, but small enough to be able to get in contact easily and directly with everyone.
I am convinced that smart and big data and predictive analytics will be crucial in the very near future. Indeed, alternative techniques, such as those for pricing, are already being developed based on these relatively new ways of dealing with the data. This is all linked to the fact that computer engineering technologies are improving and growing so fast. Designing models that are as accurate as possible, by using new modeling techniques or alternative theories, is the most exciting aspect of my current work.
Creative, skillful, self-motivated, curious, and “willing to learn” people fit in well in our Paris R&D practice.
I took up skating again once I started working and sometimes I play tennis. I enjoy hanging out with friends at art exhibitions, concerts, and at the theater. I also plan to start sewing. I’d like to create my own dresses!