Mattia Borrelli

Experience

• 

  Intesa Sanpaolo

  Sept 2015 - Mar 2016

  Treasury Analyst intern

  - Automatized the production of Treasury reports to check Funding Transfer Pricing curves, loans derogation and other economic-financial evidence- Created tools to analyze Middle Office transactions with a specific focus on the monitoring of FX Cash trading activities

• 

  EY

  Jan 2017 - Jun 2018

  Actuarial Consultant

  - Provided actuarial support to the main Insurance Groups in Italy on matters regarding Actuarial Function and Risk Management activities (Solvency II- Developed a tool for the ex-post validation of Solvency Capital Requirement (SCR) calculated using an Internal Model- Developed a platform to produce Key Information Documents for Insurance PRIIPs accordingly to the Regulation (EU) No 1286/2014- Taught courses on the PRIIPs/KID regulation to all actuarial departments of the main Italian insurance companies- Coordinated the implementation of EY proprietary software to bring a wide range of services in a unique platform (Smart Product Design) Show less

• 

  Swiss Re

  Jul 2018 - now

  - Analyzed and reviewed quarterly valuation results on different bases (US GAAP, Lux Stat, Swiss Stat, Local GAAP, and EVM) for several markets in Europe- Defined and reviewed the creation of actuarial assumptions used for reserving purposes across all L&H Lines of business- Presented assumption proposals, financial results, and transaction performance to senior management- Coordinated and reviewed Continental Europe annual submissions to FINMA (including Margin analysis and Best Estimate reconciliation)- Helped define a financial monitor framework for a new team based in Bratislava, including the quarterly monitor of COVID-19 experience in the CEMEA region- Participated and coordinated different activities within Business Management to improve communication and processes- Trained new resources within the Actuarial Management team Show less

  • Actuarial Lead Northern and Eastern Europe, Vice President

    Jan 2022 - now

  • Reporting Actuary

    Feb 2020 - Jan 2022

  • Actuarial Analyst

    Jul 2018 - Feb 2020
• 

  Mentors4u

  Dec 2021 - now

  Mentor

  Mentors4u is the largest independent non-profit mentoring program in Europe, helping young students to identify the most suitable professional path and to achieve their highest potential