Dipesh Gupta

Background

About Dipesh Gupta

Dipesh is a qualified actuary and has completed his graduation in Economics Hons. He has been involved in a wide range of consulting projects across EMEA and the Asia-Pacific region. His experience includes –1. Matching Adjustment Attestation and MALIR template setup.2. Pension Scheme, MI packs and various other adhoc business requests.3. IFRS17 exposure in terms of -a. Model baseliningb. Review of various IFRS17 disclosuresc. Supporting auditor queriesd. IFRS17 implementation covering gap analysis, model developments and new process setup.4. Solvency II valuation for a large UK Life Insurer comprising,a. Developing or improving the existing processes to automate the reporting under Solvency II, Sensitivities and Own Risk and Solvency Assessment (ORSA).b. Responsible for end to end asset reporting work stream. This involved production of quarterly numbers and streamlining asset stressing and reporting processes using softwares like Python and Unify.c. Key role in a wide array of tasks such as policy data validation, experience analysis, stress and scenario testing, analysis of results and production of regulatory templates.5. Embedded value related projects across Asia Pacific region comprising, a. Calibration and simulation of stochastic ESGs for various currencies for the calculation of Time Value of Options and Guarantees.b. Review of value of new business and existing business cashflows based on both traditional and market consistent embedded valuation methods.c. Preparation of review note and final report to communicate the results to the senior reviewer and client respectively.6. Embedded value related projects of multiple insurers across India involving review of aggregate cash flow projections of existing product portfolio for different lines of business - across base and sensitivities of value in force and of value of new business.7. Review of Risk Based Capital regulatory reporting for a Sri Lankan client, including review of other Appointed Actuary related services like assumptions review and experience investigation.8. Model review services to Indian insurers involving understanding the Prophet code of the product and setting up independent checks using Microsoft Excel to validate the coding logic.9. Participated in Technical Surveys related to the Insurance Industry covering the major risks and capital requirements for different Life Insurers.Proficient in actuarial software like RAFM, Unify and Data Validator. He also has working knowledge of other softwares like SAS, Prophet, R, Python, Power Bi etc.