Rostislav Caha
Feřtekova 540, Praha 8,
Summary
Senior Analyst and Manager with a proven track record at UNIQA and AXA, enhancing financial modeling and data analysis processes. Expert in leveraging advanced Prophet, SQL and MS office skills and analytics to drive decision-making and performance improvements. Contributed to key projects like IFRS 17 implementation and Sunrise, showcasing exceptional analytical abilities.
Overview
27
27
years of professional experience
1
1
Certification
Work History
Senior Analyst for Financial Modeling
UNIQA
03.2023 - 10.2024
- Created/maintain cash-flow models in actuarial SW Prophet to support decision-making processes.
- Generated standard, custom and ad-hoc reports to provide insights into business performance, MCEV/NBV, Solvency II, IFRS 17 (LRC, LIC), planning, forecasting, LAT calculation. Support for audit.
- Provided technical support for troubleshooting analytics and reporting issues in IT admin system or DWH
- Updated and developed scripts and queries to extract and analyze data from multiple sources (SQL, VBA)
- Analyzed data to identify root causes of results or problems and recommend corrective actions.
- Definitions of data sources form DWH for IFRS17 project
- Participation of primary data system migration (analysis, data definition, data sources from DWH, data quality and checks)
Manager of the Modeling Team
UNIQA
03.2021 - 03.2023
- Developed and maintained relationships with customers and suppliers.
- Cross-trained existing employees to maximize team agility and performance.
- Responsible for actuarial cash-flows models in Prophet
- Responsible for MCEV/NBV, Solvency II, IFRS 17, LAT cash-flow reporting for insurance company, pension fund and mutual funds.
- Member of IFRS 17 implementation team
- Analysis of data in DWH for ad hoc reports from Group, regulator, etc.
Manager of the Modeling Team
AXA
01.2009 - 02.2021
- Developed and maintained relationships with customers and suppliers.
- Cross-trained existing employees to maximize team agility and performance. Team size of 2 to 3 subordinates.
- Responsible for actuarial cash-flows models in Prophet
- Responsible for MCEV/NBV, Solvency II, cash-flow reporting for insurance company, pension fund and mutual funds.
- Member of Sunrise project - analysis of possible switch from Prophet actuarial SW to Sunrise (AXA proprietary solution)
- Non voting member of Assumption Committee.
- Cooperation on data definitions for DWH due to new primary data systems
- Analysis of data in DWH for ad hoc reports from Group, regulator, etc.
Analyst for Financial Modeling
Credit Suisse/Winterthur/AXA
01.2005 - 12.2008
- Responsible for actuarial cash-flows models in Prophet
- Responsible for MCEV/NBV, Solvency II cash-flow reporting for pension fund and mutual funds.
- Member of migration team of insurance admin system (AIA Oceanic -> Symass). Developing of report in Symass, comparison of contracts in Oceanic and Symass with recommendation of correction, preparation of a migration report for audit. Suggested distributed migration. Improved speed of UL reserve calculation from 6 hours to 30 minutes in DWH (replacement of multiplication of table records by exp(sum(ln([record value]))) which is natural for SQL).
- Participation on definition of tables in DWH
Teacher, Research Fellow
Faculty of Mathematics and Physics, Charles Uni.
10.1997 - 12.2006
- Graded and evaluated student assignments, papers, and course work.
- Research in computer science (6 articles in journals or conference proceedings)
- Reviews of other researches' papers.
- Teaching of UNIX introduction, Data structures and algorithms, Automatons and grammars, Introduction into computer science courses.
Education
Ph.D. - Parallel And Distributed Computing
Faculty of Mathematics And Physics, Charles Uni.
Praha09.2002
Mgr. (later RNDr.) - Computer Science
Faculty of Mathematics And Physics
Praha06.1994
Skills
- Financial Modeling
- Knowledge of business operations
- Analytics program experience
- Data Analysis
- Advanced Excel
- SQL Database design
- SQL scripts, functions and procedures design
Certification
Python, R
Hobby
We have a dog and I like spend relax time in our cottage.
Languages
Czech
Native language
English
Upper intermediate
B2
Timeline
Senior Analyst for Financial Modeling
UNIQA
03.2023 - 10.2024
Manager of the Modeling Team
UNIQA
03.2021 - 03.2023
Manager of the Modeling Team
AXA
01.2009 - 02.2021
Analyst for Financial Modeling
Credit Suisse/Winterthur/AXA
01.2005 - 12.2008
Teacher, Research Fellow
Faculty of Mathematics and Physics, Charles Uni.
10.1997 - 12.2006
Python, R
Ph.D. - Parallel And Distributed Computing
Faculty of Mathematics And Physics, Charles Uni.
Mgr. (later RNDr.) - Computer Science
Faculty of Mathematics And Physics
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