Warning: Declaration of TCB_Menu_Walker::walk($elements, $max_depth) should be compatible with Walker::walk($elements, $max_depth, ...$args) in /home/riskandcapital/public_html/wp-content/plugins/thrive-visual-editor/inc/classes/class-tcb-menu-walker.php on line 0

Warning: Cannot modify header information - headers already sent by (output started at /home/riskandcapital/public_html/wp-content/plugins/thrive-visual-editor/plugin-core.php:89) in /home/riskandcapital/public_html/wp-content/plugins/sg-cachepress/core/Supercacher/Supercacher_Helper.php on line 77
CV - Risk and Capital

CV

Inhoudsopgave

Samenvatting

Mohamed Lechkar beschikt over bijna 15 jaar ervaring op het gebied van risico- en kapitaalmanagement in de financiële sector. 

Na het behalen van zijn master Financiële Econometrie aan de Universiteit van Amsterdam begon hij bij de divisie Toezicht Beleid van De Nederlandsche Bank. Gedurende zijn tijd bij DNB behaalde hij zijn master Actuariële Wetenschappen en de titel Actuaris Actuarieel Genootschap. Hij stond bij DNB onder meer via deelname aan Basel Committee en EIOPA werkgroepen aan de wieg van de totstandkoming van het Basel akkoord voor banken en het Solvency 2 raamwerk voor verzekeraars.

Na ruim 6 jaar als expert Solvency 2, en als oprichter en teamleider “Internal model approval” bij DNB, ging hij terug naar de consultancy wereld waar hij in totaal 7 jaar werkte, als senior manager en strategie consultant. Hij heeft projecten geleid vanuit Londen en Amsterdam, op uiteenlopend terrein op het gebied van finance en risk voor klanten in Europa, de VS, Azië, en Australië.

Bij Oliver Wyman loste hij complexe finance en risk vraagstukken met strategische implicaties op voor het management van financiële instellingen. Bij deze projecten was complexe data analytics doorgaans een standaard tool om tot aanbevelingen te komen.

Expertise:

#Strategisch Risicobeheer #Illiquide beleggingen #Risk appetite #Kapitaaloptimalisatie #Risicomodellering #Balansmanagement #Solvency 2 #IFRS17 #FinTech #Strategie consulting

Vaardigheden:

#Managen complexe projecten #Data analyse vertalen naar implementatie #Teamspeler #Motivator #Publieke spreker


ë

CV

Work experience


2016 –2017 | Associate (Project Manager), Oliver Wyman, London/Amsterdam

Oliver Wyman is the leading specialist firm of management consultants to the Financial Services sector. Projects included:

  • Large UK life insurer bulk annuities provider: Design and development of illiquid credit risk internal model for multiple illiquid assets including ground rents, equity release mortgages and commercial real estate. Assets were restructured and made eligible for matching adjustment approval by regulator. Model included spread risk calculations as well as illiquidity premium, for pricing and capital purposes.
  • Leading life insurer in Asia: Strategy review for CEO, including: 1) assessment of growth areas for diversifying product portfolio, 2) analysis of market potential and peer review, 3) financial forecasting model, 4) analysis of insurance value chain to improve return on equity and combined ratio.
  • UK insurer: Preparation of Board and Management for Bank of England (UK regulator) approval of Internal Model
  • Analysis of (quantitative) impact of IFRS17 on different insurance products, comparing with Solvency 2, and advising on strategic response

2015 – 2016 | (sr.) Manager, PwC, Amsterdam

Projects included:

  • Leading projects in the area of Solvency 2 (spread risk capital charge for mortgages comparing Basel 3 with Solvency 2, group consolidation large insurer, implementation Solvency 2 large insurer)
  • Preparation for IPO of large Dutch insurer (preparing risk&capital statements, valuation balance sheet, Solvency 2 sensitivities)
  • Lead manager actuarial certification of global insurer
  • Others: Development of risk and solvency dashboard, Longevity hedge, IFRS and Solvency 2 treatment of Danish mortgages

2011 – 2014 | Senior Manager, KPMG, Amstelveen

Projects included:

  • Leading projects and advisor on financial risk management and actuarial subjects for insurers, banks, and pension funds in the Netherlands. Clients included both international and listed companies.
  • Review credit risk stress testing model and framework large Dutch bank
  • Internal model application large Dutch insurer
  • Lapse and expense risk modelling for medium sized insurer
  • Review operational risk model and framework large Dutch bank

2005 – 2011 | De Nederlandsche Bank, Amsterdam 

(Central bank and supervisor of banks, insurers and pension funds in the Netherlands)

2009 – 2011     Team leader Solvency 2 Internal Model Approval

  • Leader of the supervision team within DNB that is responsible for Solvency 2 internal model approval
  • Chairman of the EIOPA Internal Model Expert Group Quantitative Requirements subgroup

2005 – 2009     Policy Advisor Quantitative Risk Management

  • Designed and advised the board of DNB on the development and implementation of risk based regulatory regimes like Solvency 2, Basel Accord, FTK for pension funds
  • One of the key developers in Europe of Solvency II (calibration of Standard Formula risk modules, Internal Model approval requirements etc.)
  • Member of various working groups of the Basel Committee, ECB and IMF

2001 – 2004:

  • 2001-2003: Consultant at Arthur Andersen (Amstelveen) and ORTEC finance (Rotterdam)
  • 2004: Research internship at Asian Development Bank (Manilla, Philippines)

Education


1999 – 2004: University of Amsterdam, Master of Science Financial Econometrics

2006 – 2008: University of Amsterdam, Master of Science Actuarial Science

2007 – 2010: Post doctoral program Dutch Actuarial Institute, Qualified Actuary


Artikelen

  • “Basel and its Challenges”, Mohamed Lechkar, (2007), AENORM
  • “Stress testing: the new supervisory vogue”, Iman van Lelyveld, Mohamed Lechkar, (2007), The Financial Regulator
  • “Bazel in de praktijk”, Dietske Simons, Mohamed Lechkar, (2008), Bank- en Effectenbedrijf
  • “Stresstesten, een sprong voorwaarts”, Iman van Lelyveld, Mohamed Lechkar, (2007), Bank- en Effectenbedrijf