Benedikt Tebbe

development of technical requirements (actuarial mathematics and risk modeling) and analysis of these requirements for technical implementation

providing expertise to assess technical feasibility

supporting monitoring of regulatory developments and adjustment of the risk model (especially Solvency II and ABV)

point of contact for RisCo2 and mapping of the internal risk model as well as ABV stress tests in the standard software RisCo2

design of various Excel tools using VBA macros

implementation of an SQL database to store the dispositive data for actuarial mathematics

configuration of the standard software RisCo2 to calculate required and available risk capital, risk-bearing capacity and limit utilization

documentation of calculations and systematic compilation of necessary input data

design, implementation, technical testing and execution of stress tests and scenario analyses

evaluation of calculations via SQL queries from the RisCo2 database and review of the standard risk report for formal correctness

creation of a customizing specification for standard risk reporting via RisCo2 as a Word report including impacts of ESG risks

further development of RisCo2 in line with ÄVWL and representation of ÄVWL at user meetings

migration of the dispositive database of the insured portfolio from Access to MS SQL Server including manual revision of SQL queries, testing the migration and optimizing the solution

technical design, implementation, testing and deployment of a fund database via MS SQL Server with an Excel/VBA interface for analysis of daily and weekly fluctuations and automatic data loading by the custodian

reporting to management via dashboard excerpts

creation and maintenance of the database for credit monitoring of loan project transactions with analyses by loan segment, traffic-light status/rating and subscription year in the monthly risk controlling report

development of an analysis tool to identify file links between Excel files to simplify the link structure and define interfaces

identification of relevant emerging risks for ÄVWL

support in data reporting to the actuarial expert and validation of the reserves calculation through parallel computation in C# as well as accompanying the project to introduce a new policy administration system

presentation of options for adjusting the discount rate and review and development of the technical business plan in collaboration with the expert

daily reporting of the development of special securities funds to management and committees

preparation of monthly and semi-annual risk reports to management and risk officers as well as year-end closing tasks

validation of external (fund) data reports and further development of the internal risk model

meeting preparation for committees, update and further development of the risk manual and process modeling

creation of a high-level concept for transferring key process risks to the GBTEC cloud via RisCo2 and alignment of the risk manual with process descriptions

creation and analysis of the claims database in RisCo2, providing inputs for the annual asset-liability management study, development of a profit distribution proposal and compliance with regulatory requirements