Benjamin Patra

Insurance Supervisor @Autorité De Contrôle Prudentiel Et De Résolution Acpr

Ville de Paris, FR

I conduct on-site inspections to monitor insurers compliance with the three Solvency 2 Pillars requirements with a specialization in modelization and quantitative subjects. To do so I use quantitative methods, data analysis (R & Python) and I conduct interviews with operationals and senior executives (C-level). I am also developing the ACPR doctrine on reinsurance and alternative risk transfer within a working group (recent topics : Asset intensive, Mass Lapse). Some examples of on-site inspections :• Retrocession structure and capital markets solutions of a large reinsurer Insurance Linked Securities (Catbonds and sidecar);• Market and lapse risk (ALM) of life-insurer;• Valuation of market consistency and martingale property of economic scenario generator;• Non-Life internal model approval• Global control of a pension & benefits insurer (reserving, reinsurance, governance);• Control for undertaking specific parameters approval in non-life insurance (statistics tests, inflation risk management).

Lycée - Institut Montalembert

Baccalauréat S / Mention très bien

Lycée Marcelin Berthelot

Classe préparatoire aux grandes écoles : MPSI - MP, Mathematics and Physics

Institut Polytechnique de Paris

Master of Research, Statistics, Finance and Actuarial Science, Quantitative finance, Applied Mathematics

ENSAE Paris

Master's degree in Economics, Finance, Actuarial and Data Science., Economics, Finance, Actuarial and Data Science