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Dr. Oleg Proselkov

Dr. Oleg Proselkov

Reserving actuary

wefox | Munich


My Portfolio Highlights

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.


Understanding Data Science


Introduction to ChatGPT


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


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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