Justin McCormack
Head of Quantitative Risk Management at Allianz Global Life
Based in Ireland
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Seniority
Director
Department
Finance & Accounting
Location
Ireland
Industry
Insurance
Company size
96
Contact information
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j•••••••@allianzgloballife.com
Phone
5 credits+353 ••• •••• ••••
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Background
About Justin McCormack
Justin is a Fellow of the Society of Actuaries Ireland (SAI) and currently holds the position of Head of Quantitative Risk Management at Allianz Global Life (AGL). Justin manages a team that's responsible for AGL's SCR calculation using an Internal Model, risk oversight of AGL's dynamic hedging programme, and economic capital projections for AGL's ORSA and planning exercises. Justin is also responsible for the SCR calculation of Darta Savings Life Insurance (which is outsourced to AGL) using the Standard Formula. Justin previously held the position of Head of Internal Model and was responsible managing the ongoing appropriateness of AGL's Internal Model.
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