Michael Wynne-Jones

About Michael Wynne-Jones

A PhD-qualified Chartered Engineer, currently Head of Model Validation; former software engineer, insurance company head of risk-based capital, specialist in Solvency II and the Swiss Solvency Test, and former Solvency II internal model specialist at the UK Prudential Regulation Authority. I also have experience in broking, transaction structuring, software development, regulation and model approval, spanning 20 years in the insurance industry. My PhD is in data science (machine learning) before data science was a name. Most of what we did is still relevant; some problems have been solved; others have not! I\'m refreshing what I know, putting it in today\'s context and learning today\'s data science programming languages by taking the Microsoft / EDX online data science class. Watch this space! In my \"spare time\" I\'m helping and enjoying the company of my wife and 3 kids, Odyssey school PTO Treasurer, co-Chair of the Mountaineers\' lodge at Mt Baker, and am leading our neighborhood earthquake preparation. My main skills include Solvency II, Swiss Solvency Test & other specialist capital modeling knowledge, communication, end-to-end knowledge & experience of the software development cycle, project management, and thorough & detailed knowledge of reinsurance. I have also been a successful manager of a geographically distributed team with \"out-sourced\" analytical support located in Chennai, India. In my work I most enjoy digging down to fundamentals of the models we validate; specifying & developing models and understanding & presenting the management information they need to provide, strategic business analysis, building understanding & communication between management, underwriting, actuaries & the regulator. I also love international projects, with exposure to local language, culture & business practices.

Experience

1. Vice President Head of Model Validation

   Chubb

   Jun 2016 — Present · Bainbridge Island, WA, US

Education

• University of Southampton

  BEng (Hons), 2nd class, Upper Division "2:1"

  1986 — 1989

• The University of Edinburgh

  PhD, non-resident

  1991 — 1994

Skills

• Insurance
• Risk Management
• Financial Reporting
• Market Risk
• Underwriting
• Valuation
• Pricing
• Alm
• General Insurance
• Actuarial Science
• Brokers
• Reinsurance
• Financial Services
• Business Analysis
• Management
• Risk
• Strategy
• Economic Capital
• Stochastic Modeling
• Financial Regulation
• Solvency Ii
• Financial Risk
• Model Validation
• Financial Statement Analysis
• Process Improvement
• Enterprise Risk Management
• Analysis
• Capital
• Risk Analysis
• Capital Markets
• Portfolio Management
• Leadership
• Stakeholder Management
• Analytics
• Change Management
• Organizational Change