Marco Läubli

Angestellt, Head Economic Scenarios, AXA GIE, branch Switzerland, Winterthur

Bülach, Schweiz

Fähigkeiten und Kenntnisse

Risk Management
Risk Neutral Valuation
Economic Scenario Generator
Solvency II
Duration gap
Excel
VBA
R
Matlab
MySQL
Access
LaTex
C++
Java
SCR
EIOPA
Smith-Wilson
Bloomberg
Markit
STEC
AFR
Replicating Portfolio
Value at risk
LMM+
SST
SVJD

Werdegang

Berufserfahrung von Marco Läubli

  • Bis heute 8 Jahre und 3 Monate, seit März 2016

    Head Economic Scenarios

    AXA GIE, branch Switzerland, Winterthur

    - Responsible for the generation of risk neutral market consistent economic scenarios used for Solvency II AFR and STEC computations on a AXA group wide basis - Responsible for the Solvency II market consistent economic assumptions in line with EIOPA guidelines - Supervising (dotted line) multi year real world scenario production process used asset allocations and ALM studies for all AXA entities - Managing a team of 6 full time employees

  • 1 Jahr, März 2015 - Feb. 2016

    Risk Analyst

    AXA GIE, branch Switzerland, Winterthur

    Risk Analyst Group Risk Management, AXA GIE, branch Switzerland, Winterthur - Responsible for the delivery of risk neutral simulation files to AXA Switzerland used for Solvency II STEC and AFR and Swiss Solvency Test (SST) computations - Creation of market consistent risk neutral targets on a monthly basis in line with EIOPA guidelines

  • 3 Jahre und 2 Monate, Jan. 2012 - Feb. 2015

    Risk Analyst

    AXA Winterthur AG

    Risk Analyst, Valuation Life & Savings, AXA Winterthur, Winterthur

  • 1 Jahr und 1 Monat, Mai 2009 - Mai 2010

    Tutorial Assistant

    ETH Zürich

    Tutorial Assistant ETH Zurich, Seminar for Applied Mathematics, Prof. Dr. Ralph Hiptmair, Zurich - Development and programming of MATLAB GUI’s for the numerical mathematics lecture

  • 7 Monate, Jan. 2007 - Juli 2007

    Electronics Technician

    Skymedia -ag

    Electronics Technician Skymedia AG (10 employees), Zurich Airport - Construction and maintenance of devices for live transmission of audio, video and telemetric data from airplanes of the Red Bull Air Race Series - Field work on events in Rio de Janeiro, Monument Valley, Istanbul, Interlaken and London

  • 4 Jahre, Aug. 1999 - Juli 2003

    Apprentice Electronics Technician

    SR Technics Group

    Apprenticeship as Electronics Technician SR Technics Switzerland, Zurich Airport - 3rd year of apprenticeship in measuring instruments maintenance - 4th year of apprenticeship in department of repair and maintenance of self check-in machines

Ausbildung von Marco Läubli

  • 1 Jahr und 3 Monate, Aug. 2010 - Okt. 2011

    Mathematics

    ETH Zurich

  • 3 Jahre, Sep. 2007 - Aug. 2010

    Mathematics

    ETH Zurich

  • 3 Jahre und 1 Monat, Nov. 2003 - Nov. 2006

    Mechatronics

    Zurich University of Applied Sciences/ZHAW

Sprachen

  • Englisch

    Gut

  • Deutsch

    Muttersprache

  • Französisch

    Grundlagen

Interessen

Strength training
Jogging
Swiss jass
Chess

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