Kapil Sharma

Mathematician| Statistician | Researcher

ABOUT ME

Experienced and quick learner, with more than 3 years experience which includes 1.6 years experience in Insurance/Re-insurance industry and 1.8 years experience in financial services. Besides this contributed in research work - conference paper on ‘The role of the construction industry in disaster resilience’. As well as awarded Erasmus Mundus fully funded Scholarship to study in European Union. Having good knowledge of Cat Modeling, Actuarial science, Re-Insurance, Solvency II, Pricing, Financial Mathematics.

RESUME (PDF)

EDUCATION

Master In Financial Mathematics
(Actuarial Mathematics and Financial Engineering)
University of Tartu, Estonia
Thesis : Natural catastrophe modeling for pricing in insurance.

GRADUATING IN
June 2014

CT-1 Financial Mathematics, Actuarial Science
Institute Of Actuaries Of India, India

NOVEMBER 2011

Master Of Science(Mathematics)
Chaudhary Charan Singh University, India
2 Years Full Time

JUNE, 2007 - MAY, 2010

Bachelor Of Science
Chaudhary Charan Singh University, India
3 Years Full Time

JULY, 2004 - JUNE, 2007


WORK

Intern
ERGO Insurance SE (Tallinn, Estonia)

  • Supervision of chairperson of Estonian Actuarial Society and Appointed Actuary
  • Link Ergo portfolio data (Insured properties like houses, flats with address data etc together with additional data by sums insured and perils) to the map of Estonia.
  • Produce views and reports, and write technical documentation / user guide of MapInfo, which could be used later for the underwriting and/or portfolio analysis purposes.
  • Prepare Thematical Maps of Insured portfolios for (Risk assessment and sales purpose.

Jan, 2014 - Feb, 2014

Risk Analyst
Risk Management Solutions (RMS) Pvt. Ltd

  • Responsible for client portfolio management and end to end delivery on General Insurance and Reinsurance projects. Property & casualty (P & C).
  • Interpreting details present in slip and responsible for major chunk of Slip Coding.
  • Analyze and assess client’s exposure to catastrophic events and provide insights on loss drivers and distributions.
  • Spearhead process automation initiative; develop, implement and streamline workflow procedures.
  • Drive ideation and development of new solutions/services, based on a deep understanding of client data and risk management objectives.
  • Help client in decision making on underwriting, capital management and risk transfer.
  • Maintaining never ending client satisfaction through fast tracked and qualitative deliverable.

MAR, 2012 - AUG, 2013

Relationship Manager
MR SOLUTIONS
(Sub Broker Of V.P.S Share Company Pvt.Ltd.)

  • Communicating intra-day trading calls and investing ideas to customers.
  • Monitoring day to day operations at Branch.
  • Maintaining regular relations with clients.
  • Enhancing & upgrading client relationships.

MAY, 2010 - FEB, 2012


AWARDS

Erasmus Mundus Scholarship
European Union

Achieved fully funded scholarship from Erasmus Mundus for Master In Financial Mathematics in Estonia (European Union).

2013 - 2014


TECHNICAL
SKILLS

R


PYTHON


SQL ACCESS


EXCEL


MapInfo


ArcGIS


Other Skills : Risk Link , Risk Manager, Risk Browser


MAJOR COURSES
  • Non-Life Insurance Mathematics – Insurable Risk, Cashflow Model of Insurance company, deductible ,Premium principles, Loss distributions, Risk Models, Panjer recursion, Reinsurance, Reserving, Solvency II.
  • Life Insurance Mathematics I & II – Interest rates , Annuities, Survival Functions ,Net single premium of Life annuity,Net premium reserves.
  • Risk Theory – Ruin Probability, Lundberg Exponent and Inequality, Financial Risks, Diversification, Capital Market Line, Risk free assets into portfolio, Capital Assets Pricing Models , Value at Risk (VAR).
  • Distributions in Financial Mathematics – Heavy tailed Probability Distributions, Mixture distributions , Sub exponential distributions , Model selection, Extreme value Theory, Stable distributions.
  • Corporate Finance and Investments – Risk And Return, Portfolio Theory, Analysis Of Bonds and Stocks, Investment Strategies.
  • Computational Finance – Python Language, Option Pricing, Black Sholes model, MC Method, Partial differential Equation for option.
  • Martingales.
  • Models of Financial Mathematics
  • Simulation Methods in Financial Mathematics- R Programming

CONTACT

Email
Kapil007@outlook.com

Address
Raatuse, 22-555
Tartu, 51009,
Estonia

Phone
+372 56050013

SOCIAL LINKS

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