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Stefano Cotticelli, PhD, SAV

Stefano Cotticelli, PhD, SAV

Solvency II Actuary

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location of Stefano Cotticelli, PhD, SAVZurich, Zurich, Switzerland

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  • Timeline

  • About me

    Technical Lead of Actuarial Economic Assumptions at Zurich Insurance Group

  • Education

    • Deutsch Institut - Sprachschule von Mailand

      2016 - 2017
      German language standard course (6 months)

      Weekly evening classes in a language school in Milan.

    • Did Deutsch Institut - Sprachschule von München

      2016 - 2016
      German language intensive course (2 weeks)

      Daily classes in a language school and cultural visits in Munich.

    • Liceo Scientifico Alexis Carrel of Milan

      2010 - 2015
      High School Diploma Scientific Studies 100/100

      Courses highlights: Mathematics, Physics, Chemistry, English, Latin, Italian, Literature, History, Philosophy and Art.

    • Wallace College - Language School of Edinburgh

      2012 - 2012
      English language intensive course (2 weeks)

      Daily classes in a language school and cultural visits in Edinburgh.

    • Sapienza Università di Roma

      2020 - 2024
      Doctor of Philosophy - PhD Actuarial Sciences

      - Article published on 10.10.2022 by the Department of Statistical Sciences: “A market consistent calibration of the Jarrow-Yildirim model”- Article published on 31.10.2023 by Annals of Actuarial Science: “Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio”- Thesis under the supervision of Prof. Nino Savelli: "Multi-year stochastic modelling for market and underwriting risks in non-life insurance". The project is based on Risk Theory… Show more - Article published on 10.10.2022 by the Department of Statistical Sciences: “A market consistent calibration of the Jarrow-Yildirim model”- Article published on 31.10.2023 by Annals of Actuarial Science: “Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio”- Thesis under the supervision of Prof. Nino Savelli: "Multi-year stochastic modelling for market and underwriting risks in non-life insurance". The project is based on Risk Theory, Non-Life Actuarial Math and Financial Math. Show less

    • Università Cattolica del Sacro Cuore

      2015 - 2018
      Bachelor's degree Economics of Financial Markets and Intermediaries 110/110 cum laude, GPA: 30.51/30

      Thesis under the supervision of Prof. Gian Paolo Clemente: "Capital requirement for non-life premium risk in a motor third party liability portfolio". The project is based on Non-Life Insurance, Risk Theory and Non-Life Actuarial Math.

    • Higher School of Economics

      2019 - 2019
      Research abroad for master's degree thesis (1 month)

      Research on Financial Math and portfolio optimization.

    • Università Cattolica del Sacro Cuore

      2018 - 2020
      Master's degree Statistical and Actuarial Sciences 110/110 cum laude, GPA: 30.41/30

      Thesis under the supervision of Prof. Nino Savelli: "Market and non-life premium risk in a dynamic insurance portfolio". The project is based on Risk Theory, Non-Life Actuarial Math and Financial Math. The thesis has been awarded the SCOR Prize 2020.

  • Experience

    • BNP Paribas Cardif

      Jan 2020 - Oct 2020
      Solvency II Actuary

      - Calculation and analysis of deterministic and stochastic BELs.- Calculation and analysis of SCR for Market and Life Underwriting Risk.- Daily use of Excel and Prophet software.- Model point preparation for assets and liabilities.- Realization of Analysis of Movement.

    • UnipolSai Assicurazioni Spa

      Oct 2020 - Sept 2022
      Financial and ALM Actuary

      - Implementation and analysis of interest rate curve, CSM, KPIs and new business allocation criteria according to IFRS 17.- Realization within Matlab of a stochastic Economic Scenario Generator (nominal, real and inflation rates, CPI and stocks) and related analysis.- Realization within RAFM of a model for the additional risk reserve for interest rate risk of guaranteed unit-linked products and related analysis.- Monthly analysis of liability cash-flows (in-force and new business), KPIs, asset allocation, duration gap and cash-flow matching. Show less

    • Generali Switzerland

      Sept 2022 - Mar 2023
      Actuary and Capital Management Expert

      - Analysis of stochastic scenarios, cost of guarantees and greeks for the Dynamic Hedging program for guaranteed unit-linked products.- Capital management and solvency optimization analysis.- Reserving and other reporting activities.- Daily use of Atlas and Mojo softwares.

    • Zurich Insurance

      Mar 2023 - now

      - Leading team for production of interest rates and stochastic scenarios for the entire Zurich Insurance Group - Production of interest rates and stochastic scenarios for the entire Zurich Insurance Group under several regimes (Swiss Solvency Test, Solvency II, Zurich Economic Capital Model, and IFRS 17)- Activities and interactions with different stakeholders (business units, external auditors, supervisory authority, and other departments)- Development and maintenance of Airflow DAGs and Git Repositories, based on Azure DevOps and Python language

      • Technical Lead of Actuarial Economic Assumptions

        May 2024 - now

      • Senior Stochastic Economic Scenarios Expert

        Mar 2023 - May 2024

  • Licenses & Certifications

    • Registration in the Section A of the Italian Register of Actuaries

      Ordine degli Attuari
      May 2021

    • Qualification to practice the Actuarial Profession

      Sapienza Università di Roma
      Jul 2020

  • Honors & Awards

    • Awarded to Stefano Cotticelli, PhD, SAV
      Agostino Gemelli merit prize Università Cattolica del Sacro Cuore and Associazione Ludovico Necchi Dec 2021 Merit prize in favor of the best student of the Faculty of Banking, Finance and Insurance Sciences of Università Cattolica del Sacro Cuore for academic year 2019/2020.
    • Awarded to Stefano Cotticelli, PhD, SAV
      SCOR actuarial prize SCOR Dec 2020 Prize in favor of the best MSc theses in the field of actuarial science for academic year 2019/2020.
    • Awarded to Stefano Cotticelli, PhD, SAV
      SMART merit scholarship Università Cattolica del Sacro Cuore and Istituto Toniolo Feb 2020 Merit scholarship in favor of the 100 best students of all Catholic Universities of Italy for academic year 2018/19.
    • Awarded to Stefano Cotticelli, PhD, SAV
      Fondazione Famiglia Legnanese merit scholarship Fondazione Famiglia Legnanese and Banca Popolare di Milano Nov 2019 Merit scholarship in favor of university students in 2019.
    • Awarded to Stefano Cotticelli, PhD, SAV
      Mario Negri merit scholarship Manageritalia Apr 2019 Merit scholarship in favor of university students for academic years from 2015/16 to 2017/18.
    • Awarded to Stefano Cotticelli, PhD, SAV
      SMART merit scholarship Università Cattolica del Sacro Cuore and Istituto Toniolo Feb 2018 Merit scholarship in favor of the 100 best students of all Catholic Universities of Italy for academic year 2016/17.
    • Awarded to Stefano Cotticelli, PhD, SAV
      AIBA insurance Game Associazione italiana broker di assicurazione e riassicurazione May 2017 Winner of AIBA (Italian Insurance Broker Association) Insurance Game for Catholic University of Milan for academic year 2016/17.
    • Awarded to Stefano Cotticelli, PhD, SAV
      SMART merit scholarship Università Cattolica del Sacro Cuore and Istituto Toniolo Feb 2017 Merit scholarship in favor of the 100 best students of all Catholic Universities of Italy for academic year 2015/16.
    • Awarded to Stefano Cotticelli, PhD, SAV
      Mario Negri merit scholarship Manageritalia Apr 2016 Merit scholarship in favor of high school students for academic years from 2010/11 to 2014/15.

  • Volunteer Experience

    • Tutor for High School Students

      Issued by Associazione Portofranco Milano Onlus on Sept 2015
      Associazione Portofranco Milano OnlusAssociated with Stefano Cotticelli, PhD, SAV

    • Charity Event Organizer

      Issued by AVSI Foundation on Nov 2014
      AVSI FoundationAssociated with Stefano Cotticelli, PhD, SAV

    • Charity Event Organizer

      Issued by Associazione Portofranco Milano Onlus on Apr 2015
      Associazione Portofranco Milano OnlusAssociated with Stefano Cotticelli, PhD, SAV