Mr Andrew WATERS (United Kingdom)
Managing the model risk of actuarial models
Andrew Waters is a Senior Director at Moody’s Analytics focused on enterprise solutions for the insurance sector. He is involved in the development of our advisory services offering, working with research, product, sales, and implementation services teams to deliver tailored solutions for insurers. His experience includes the provision Solvency II internal model solutions, with experience in liability approximations (replicating portfolios, curve fitting, Least Squares Monte Carlo), ALM, hedging, Economic Capital Optimisation, and stress testing. Andrew has over 10 years’ experience in risk management for pensions, banks, asset managers, and insurers. Before joining Moody’s Analytics, he has worked at Markit/QuIC, Algorithmics, Mercer, and RBC. Andrew is a CFA Charterholder, and holds a variety of designations including the FRM, PRM, and CAIA.