Julien is a Partner within the Insurance & Longevity Consulting Team, leading the General Insurance Risk & Capital proposition at BW.
He has an extensive experience in capital modelling and risk quantification, leading 1st- and 2nd-line teams and working in partnership with experienced or developing Risk functions. He now provides advice and support to a range of general insurance clients in a variety of areas, interacting with company Boards and regulators under multiple regimes. He is always keen to find innovative data visualisation and explore effective communication to tell powerful stories.
Significant experience:
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Business Lead for a large multinational firm’s Internal Capital Model, establishing the development, use, maintenance and governance of the capital model. The capital model was approved by both Lloyd’s and the PRA as early as December 2015.
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Led the first line validation of numerous internal capital models, including for some of the largest Lloyd’s syndicates, performing methodology review, sensitivity testing, stress and scenarios testing, backtesting and analysis of change.
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Acted as interim Head of Capital for a Lloyd’s run-off syndicate. Julien led the first line validation and satisfied Lloyd’s requirements for the annual submission with no major feedback following changes in modelling platform and risk profile.
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Supported our clients’ design of validation test plans with particular focus on clear and objective pass/fail criteria meeting regulatory requirements and business needs, allowing for a proportional approach based on the various insurance entities’ risk profile.
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Hot line for informal advisory support, peer review of in-house testing and enhance board understanding and engagement in the validation process for multiple clients.
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Technical Deep Dives validation support for large managing agents with multiple syndicate, including Market Risk, Dependencies and Nat Cat models.
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Extensive experience interacting with regulators and insurance company Boards, including the PRA, CBI, BMA, BaFin and Lloyd’s of London.
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