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Dr. Oleg Proselkov

Dr. Oleg Proselkov

Reserving actuary

wefox | Munich

Technologies

My Portfolio Highlights

My New Project

Investigating Netflix Movies and Guest Stars in The Office

My New Course

Introduction to Python

Data explorer, charting new territories in the realm of insights.

My Work

Take a look at my latest work.

course

Understanding Data Science

course

Introduction to ChatGPT

course

Introduction to Python

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

My Work Experience

Where I've interned and worked during my career.

wefox | Oct 2021 - Present

Reserving Actuary(P&C)

skills: actuarial analysis and modelling, qualitative and quantitative analysis, data flow automations, reporting, reserving, forecasting, project management, Python, SQL, DevOps, Anaplan, audit, cash flow, insurance, reinsurance, underwriting, IBNR, stakeholder management • Producing and monitoring monthly & quarterly reserving closing figures, performing ad-hoc actuarial analysis • Preparing quantitative & qualitative analyses for loss reserving committee (LRC) and chairing quarterly LRCs • Working with pricing, controlling, underwriting, risk management and accounting to ensure consistent reporting • Monitoring data quality for reserving and SII needs; working with distribution to ensure adequate data quality • Onboarding new products into existing processes; supporting automation and processes simplification • Developing and running Dagster hosted in-house Python actuarial model • Managing implementation of insurance PnL in Anaplan; automating data flows; actuarial support for annual planning • Coordinating annual QRT submission; practicing DevOps & Agile; driving technical initiatives • Working with external auditors on the year end closing results and actuarial report
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Allianz Reinsurance | Jan 2020 - Sep 2021

Data Analyst

skills: data collection and analysis, reinsurance, UAT, implementation, business functionality requirements, QRT, in-house application management, stakeholder management • Collected reinsurance data from AZ group; supported credit risk and reinsurance QRT reporting streams to BaFin • Managed data submissions and supported operations of in-house web applications (RI treaty and large loss DBs) • Developed MicroStrategy dashboards using retro and prospective reinsurance data for business decision-making • Wrote specifications and business functionality requirements, facilitated implementation and UAT of in-house apps • Collaborated with IT technical lead and offshore team using DevOps and Agile methodologies

MetLife | Jul 2018 - Dec 2019

Senior Actuarial Analyst

skills: actuarial analysis and modelling, qualitative and quantitative analysis, experience studies, data flow automations, project management, SQL, DevOps, insurance, best estimate, stakeholder management • Managed a team of five in Warsaw and Noida, supporting operations and experience studies • Participated in interdisciplinary projects for planning, reporting, and financial tasks • Valuated & reconciled between local and head office experience studies models for EMEA region • Managed policy datasets and supported delivery of biometric and behavioral policy holders’ analyses • Drove change in a complex actuarial environment with no direct reporting line • Lead technical excellence initiatives such as version control, actuarial governance, reusable solutions • Developed and shared best practices, trained and guided team members locally and globally

Aviva | Nov 2015 - Jun 2018

Senior Actuarial Analyst

skills: Access, SAS, VBA, pricing and reporting, risk management, control assurance, cross-functional collaboration, IBNR, mortality and morbidity investigations, data tools development, stakeholder management • Relocated actuarial operations from UK to Warsaw for FPIL (part of Aviva) • Analytical support for FPIL chief actuary by funneling data into concise and easily understood concepts • Negotiated non-economic assumptions with a full spectrum of recipient’s actuarial & technical fluency • Supported creation of actuarial governance framework covering monthly, annual and quarterly closing • Prepared and managed units pricing for monthly, quarterly and annual actuarial reporting • Assured key risks and controls coverage for monthly life actuarial reporting; delivering monthly audit pack • Supported monthly statutory life reporting for IF and NB business covering HK, IoM, SG and UAE • Supported pricing team in developing new products and improving existing leveraging experience data • Performed IBNR calculation, mortality, critical illness and morbidity investigations • Accelerated experience analysis for £50bn asset area 25x by developing tools using Access, SAS, and VBA • Structured process optimization and automation by offering practical improvements

Mercer | Apr 2014 - Oct 2015

Data Analyst

skills: data management, tool development, virtual collaboration, communication, problem solving, research and analysis • Supervised Junior Analysts and data sign offs; developed data collection tools • Collaborated virtually with EMEA-based consultants on cross-border projects • Suggested technical and analytical modifications to improve process resilience and speed • Delivered 20+ compensation and benefits surveys timely in the EMEA region • Maintained high data quality standards; handled ah-hoc requests and custom reports

Institute of Physics, Polish Academy of Sciences | Sep 2009 - Apr 2015

Postdoctoral Fellow

skills: research and data analysis, mathematical modeling, experimental design and methodology, numerical simulation and modeling, data visualization • Managed a 100k PLN research project and provided hands-on training to PhD students • Delivered oral presentations at international conferences and project meetings • Developed and implemented strategies by performing 500+ experiments • Wrote and published findings to disseminate research to the academic community

Lomonosov Moscow State University (MSU) | Jan 2006 - Jan 2009

Students Group Monitor

examination

IQmen - Business Intelligence | Sep 2008 - Oct 2008

Junior Business Intelligence Java Developer

• Developed a web-based BI system on server client architecture • Devised holistic application testing, performed quality assurance and fixed bugs

Complex Business Management | Oct 2007 - Apr 2008

1C Developer/Consultant (CRM, SRM, MRP)

• Provided consultation to clients on business-critical operational and data system enhancements • Fostered strong customer relationships to ensure mutually beneficial partnerships

Podium Fashion Group | May 2005 - Sep 2005

Database Operator

• Prepared daily Crystal Reports analytics on top of SQL database; SQL backups • Prepared ad-hoc reports for warehouse inventory check-ups

My Education

Take a look at my formal education

Institute and Faculty of Actuaries | 2017
Postgraduate, Statistics and EconometricsUniversity of Warsaw | 2014
Doctor of Philosophy - PhD, PhysicsInstitute of Physics, Polish Academy of Sciences | 2013
Postgraduate, Analytical FinanceAkademia Leona Koźmińskiego | 2013
Master's degree, PhysicsLomonosov Moscow State University (MSU) | 2009

About Me

Dr. Oleg Proselkov

A digital native, well-seasoned knowledge worker with 18+ years of data analytics under the belt, including 7+ years in actuarial roles; possessing a blend of experience in academy, (re-)insurance, startup & scale up, back office and client- facing r

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