Dr. Peter Gerds
ACTUARY DAV
Manager
Dusseldorf, DE
Peter Gerds is consulting actuary in the Düsseldorf office and joined Milliman in July 2023.
His consulting activities include, among others:
- Advising on Solvency II
- Performing actuarial modelling and validation
- Creating and implementing validation concepts and writing corresponding reports for the various stakeholders, e.g. supervisory authorities
- Processing regulatory issues and implementating them
- Assisting with asset-related topics in ALM
- Conducting capital market modeling and economic scenario generation
- Automating actuarial processes
- Applying actuarial data science
Experience
Most recently, Peter worked on projects in the P&C and Life insurance:
- Automating data processing from the inventory management system (SAS, SQL)
- Implementing procedures for reservation, claims processing, and IBNR quantification
- Designing and implementing cost models
Before Milliman, Peter worked at Ampega Asset Management GmbH for 5 years. During this time his main tasks were:
- Implementing systematic tests and statistical analyses as part of the validation of capital market modeling in the internal model
- Preparing corresponding validation reports and presentation to the supervisory authority
- Reviewing regulatory requirements in the context of Solvency II
- Implementing data collection and data preparation processes from the database system database system
- Providing validation and professional assistance with model changes
In addition, Peter gained experience in the following areas during his time at Ampega Asset Management GmbH:
- Designing and implementing the internal IT infrastructure as well as reporting and program landscape
- Automating validation and reporting processes
- Conducting capital market modeling (real world, risk-neutral scenarios, correlation, and concentration risks, etc.)
Peter has qualified technical experience with:
- C++
- VB.NET, VBA
- Python, R
- SQL, SAS
Professional Designations
- Actuary DAV
Education
- PhD in mathematics at RWTH Aachen University
- Diploma in business mathematics at the University of Leipzig
Affiliations
- Actuary German Association of Actuaries (DAV)
- German Society for Insurance and Financial Mathematics (DGVFM)
Publications
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