Mehtab Khan
Fellow- Institute of Actuaries of IndiaBusiness and High Performance computing Actuary( Qualified) with strong tech background and expertise in regulatory frameworks like IFRS 17, Solvency II and products like BPAs.
- Role
- Associate Director- Actuarial at PwC
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Mehtab Khan
Business and High Performance Comouting Actuary( Qualified) with strong Business and Tech background. Expert in- Regulatory frameworks like IFRS 17, Solvency II, USGAAP and Indian GAAP- Bulk Purchase Annuity- Assets Modelling and ALM reporting- Prophet( including ALS), Pathwise, TycheCurrently Leading the development of capabilities in High Performance Computing( HPC) and using AI( beyond a LLM User) for solving complex actuarial Projection problems and have applied HPC to several business use cases. Developed Open source actuarial framework in Open source and successfully build complex product like BPA covering areas like Pricing, SII-SF and IFRS 17 within same solution. Recently transitioned above modelling framework to leverage power of GPUs successfully.I have proven analytical, interpersonal and technical skills and possess sound commercial awareness. Key Skills :Actuarial Reserving & Reporting,USGAAP Reporting, IFRS 17 reporting, Solvency II ( modelling, model calibration, roll forward and reporting) Embedded Value( TEV and MCEV) reporting, Capital Modelling, Asset Modeling (Excel & Prophet ALS), Prophet Modeling for Liability products, ALM modeling (ESG calibration/ Interest rate models).
Experience
Associate Director- Actuarial
Apr 2022 — Present · Mumbai, IN
Prophet Model transformations, Developing and applying Teams expertise/ capabilities in High Performance and parallel Computing in actuarial domain. Expert in Asset and ALM Modelling including ALS. Expert in IFRS 17/9, Solvency II and Bulk Purchase Annuity ( Modelling, Pricing and Reporting in all three).
Education
Indian Institute of Technology, Roorkee
Bachelor of Technology (B.Tech.), Civil Engineering
1999 — 2003
Dayawati Modi Academy; Meerut
AISSCE
1997
Institute and Faculty of Actuaries, UK
Actuarial Science
St Johns Sr Sec School, Meerut
AISSE
1995
Institute of Actuaries of India
Fellow Member, Actuarial Science
2007 — 2014
Indian School of Business
CFO Programme- Executive Education, Finance and Financial Management Services
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