Lukas Blahovsky

Experience

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  UniCredit Bank Austria AG

  Sept 2013 - Dec 2013

  Internship - Credit Risk Methods Development Department

  Supported the introduction of the new simulation enviroment for credit risk parameters (execute simulations, testing). Applied credit risk models (ratings, EAD/LGD parameters, expected loss). SAS and SQL programming.

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  UNIQA

  Jun 2014 - Sept 2014

  Internship - Non-Life Actuarial Department

  Participation on an internal SAS training for actuaries, participation in the half-year SCR-calculations (Solvency II), improvement of some specific parts of the SCR calculation (detailed analysis of Boundary/Lapse for the premium provision calculation), analysis of claims for the claims handler, new development of a statistic for travel insurance (contract and claim information), participation on the yearly planning process for the Austrian subsidiaries, development of a procedure in SAS for the geocoding of the data. Show less

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  UNIQA

  Feb 2015 - now

  Risk Manager - Group Risk Management - Risk Analytics Team

  Project lead - Full Internal Modelo Leading the ambitious project at UNIQA to become the first Austrian insurance group using full internal model for SCR calculations.Project lead - inclusion of Market Risk in the Partial Internal Model:o Taken over the project management in the last phase of the projecto Project team of around 20 people throughout several departmentso Coordination of meetings with supervisory authorities (FMA, ÖNB) and settlement of the findings o Automation and implementation of calculation processeso Handover of Application package resulted in successful approval of the modelIn charge of the partial internal model (PIM) for underwriting non-life risk:o Coordination of the yearly calculation processo Building and maintaining the partial internal model inside the tool ReMetrica for all businessunits and supporting them in the calculationo Automation of the PIM calculation processo Tools adaptation and integration within the tool eFrame (developed by SecondFloor) for all business units and the groupo Analyzing and interpretation of quantitative resultso Strengthening policies, procedures and controls around the modelPart of a team managing the successful approval of the PIM non-life by the Austrian Financial Market Authority.Main point of contact and coordinator of all streams integrated in the process workflow tool eFrame within the department. Detecting synergies between the processes and consulting automation possibilities and further process integration. Show less