Stefano Conti
Senior Risk Manager - Group Life Risk Management @Generali
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WORK HISTORY
Senior Risk Manager - Group Life Risk Management @Generali
The main activities for which he is responsible are- Develop and maintain methodology, tools and calibration process in relation to the quantitative models used for insurance risks modelling. In particular, develop and maintain relevant components, methodology and calibration guidelines (life underwriting risks calibration, Least-Squares Monte Carlo proxy technique/statistical regression models, Loss probability distribution modelling) for the calculation of the Group’s Solvency II capital requirement- Support the ongoing activities related to the Stochastic Volatility Adjustment calibration process- Provide quantitative analysis to support the team, from a risk perspective, in taking joint decisions related to the Economic Scenario Generation modelling- Contribute to all activities needed in order to manage the interaction with the Regulators including the Colleges of Supervisors.
EDUCATION
Università degli Studi di Roma 'La Sapienza'
Laurea
SKILLS
ABOUT STEFANO CONTI
Degree in Actuarial Science. Fields of competence: Solvency II, Risk management, ALM…
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