Sergio Roque
Investment Management Associate @Allianz Investment Management
Signup · Get unlimited contacts
WORK HISTORY
Investment Management Associate @Allianz Investment Management
Paris, FR
As a member of the Investment Strategy Department in Paris- I am responsible for the Strategic Asset Allocation (SAA) and Asset-Liability Management (ALM) of the Property & Casualty General Asset Portfolio of Allianz France (12 Bn€ AuM) as well as responsible for the SAA and ALM of Savings and Pensions Life Portfolios (4Bn€ AuM)- I am technical referent for the Asset-Liability Management (ALM) Modeling for the Life (Savings and Pensions) Segment
EDUCATION
Universidad Nacional de Colombia
M.Sc. in Actuarial Science and Finance, Actuarial Science and Quantitative Finance
Universidad de Los Andes
Minor, Economics
Institut de Science Financière et d'Assurances (I.S.F.A)
M.Sc. in Actuarial Science, Actuarial Science and Quantitative Finance
Universidad de Los Andes
B.Sc. in Mathematics, Mathematics
SKILLS
ABOUT SERGIO ROQUE
Actuary and Mathematician with over 7 years of expertise in Investments and Finance. My commitment lies in leveraging my experience to assist businesses in both technical and strategic subjects.I have successfully managed various aspects of Investments and Finance, executing Non-Performing Loans (NPL) transactions and contributing significantly to the Capital and Investment Management for Insurance Companies as well as leading transformative projects involving Legacy Systems.My proficiency extends to a wide range of technical domains, including Stochastic Asset-Liability Interaction Modeling, Risk Neutral Pricing, Real World Forecasting, Valuation, Financial Analysis, Asset-Liability Management (ALM), Risk Management, Statistical Data Analysis, Accounting (IFRS 17/9), and Project Management.With a M.Sc. in Financial and Actuarial Science from Institut de Science Financière et d\'Assurances (I.S.F.A) and being a Fellow of the French Society of Actuaries (Institut des Actuaires), I bring a robust academic foundation to complement my practical experience.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.