Philip Gruber

Philip has over 12 years of experience in actuarial consulting and joined Milliman in June 2020. Past and current projects include:

Solvency II:

• Project head and lead software engineer for the development of a partial internal model for Solvency II
• Building of a standardized Solvency II standard formula solution, which involved review and design of methodology and implementation into code
• Solvency II consulting and validation of models and calculations
• Lectures and trainings for clients and at public workshops

Actuarial modelling:

• Non-life lead on buildup of actuarial department at a German insurer, which included GAAP IBNR reserves and Solvency II TPs; Philip was also the holder of the interim Chief Actuary position
• Python implementation of IFRS17 model for a major German insurer with a focus on code quality on long-term maintainability
• Natural catastrophe modelling
• Reinsurance optimization and risk transfer testing
• Correlation models (copulas, hierarchical models)
• Model review and tool testing
• Development of MS Excel add-ins via C#. Topics include reinsurance impact simulation, balance and sales projections, and investment and portfolio management

Data analytics and automation:

• Data science and machine learning projects
• Actuarial pricing and risk classification
• Automation projects, which include automation of the non-life claims reserving process, Prophet automation, and VBA programming for the automation of recurring business activities

Philip has extensive project experience with:

• Python, Matlab, C#, R, VBA
• Git, SVN
• 3rd party automation using APIs (ResQ, Prophet)
• Agile development projects, Scrum