Pricing Actuary · FIAI · AI Engineer
Pricing actuary who builds software.
I price high-net-worth property risk using GLMs and GBMs, and I build the Python and LLM tooling that makes actuarial work faster and easier to audit. I've spent 14+ years across software engineering, life insurance and P&C pricing.
What I work on
Actuarial pricing
Frequency, severity and retention modelling with GLM and GBM, SHAP-based explainability, large-loss and truncated claims fitting, and reinsurance layer adjustments.
AI transformation
RAG over actuarial documentation, agentic pipelines for data preparation and reporting, MCP tool integrations, all built with Python and React.
Selected projects
- Frequency, severity and retention modelling for an HNW home book
A GLM and GBM pricing framework for high-net-worth home insurance, with SHAP explainability and large-loss treatment for a thin, heavy-tailed portfolio.
PythonGLMLightGBMSHAP - Open pricing demo: GLM vs GBM on French motor data
A reproducible, public-data walkthrough of a frequency pricing model, from GLM baseline to GBM and SHAP, using the freMTPL2 dataset.
PythonstatsmodelsLightGBMSHAPJupyter - RAG assistant for actuarial documentation
Retrieval-augmented Q&A over pricing methodology notes, model documentation and guidelines, built with pgvector and citations to source paragraphs.
PythonPostgreSQLpgvectorFastAPIReactLLM APIs
Recent writing
- Explaining GBM pricing models to underwriters with SHAP
How SHAP moves a gradient-boosted pricing model from black box to something underwriters can challenge, and where it misleads.
20 Sept 2026 - Where LLMs actually help in a pricing team
A practitioner's view of which actuarial tasks benefit from LLMs, which don't, and the guardrails that make the difference.
10 Sept 2026