Philip Gruber

Philip joined Milliman in June 2020. Before that he worked for eight years at arithmetica Consulting GmbH in Vienna, most recently as a Senior Consultant and Product Group Manager in the department "insurance & banking."

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
• Review and design of methodology
• Implementation into code
• Solvency II consulting and validation of models and calculations
• Lectures and trainings for clients and at public workshops

Actuarial modelling:

• 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
• Investment and portfolio management

Data analytics and automation:

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

Prior, Philip worked at the department life and insurance techniques at Helvetia Versicherungen AG in Vienna. There he worked on the following:

• Conversion of index-related life insurance policies into classic tariffs
• Excel evaluations on acceptance rates, insurance portfolios, and premium incomes

He has technical experience with:

• Python, Matlab, R
• C#, Java
• VBA, Shell scripting, LaTeX
• Git, SVN
• Agile development projects, Scrum