Adapting illustration spreadsheets to show policyholders the impact that the consolidation of legacy with-profits funds into the main with-profits fund is projected to have on their policy.

* Redesigned many of the processes and spreadsheets used in the management of conventional and unitised with profits products. * Improved terminal bonus setting processes by changing them from being processes that involve lots of spreadsheets and manual intervention to being much more robust, automated processes involving fewer spreadsheets and using databases where appropriate. * Made similar developments to the reversionary bonus setting process, projected terminal bonus setting process and payout ratio analysis system.

* Supported the Valuation team in the production of statutory actuarial results and production of monthly management information reports. * Performed lapse, pup and withdrawal experience analyses on investment products. * Calculated asset shares to be used for valuation and for the setting of terminal bonus rates.

Signed off calculations performed by the I.T. department to rectify rebate calculations. This involved liaising with the I.T. department to identify any systematic causes of differences between the results of their calculations and the results I was expecting.

Developed, tested and documented complex Solvency II spreadsheets in accordance with strict internal standards. This includes spreadsheets for calculating the capital requirement for liquidity risk and new business volume risk, calculating the aggregated capital requirements across several funds and entities and calculating the market value of derivatives.

Used Prophet and Excel to project the impact that Retail Distribution Review (RDR) would have on the profitability of investment products.

Investigated what level product charges should be set at taking into account the removal of commission under Retail Distribution Review (RDR) and the regulations and measures of profitability that would apply pre and post Solvency II. This involved investigating the differences between Solvency I and Solvency II Prophet models. Developed models that forecast the profitability of the financial advisory operations under RDR regulations and assisted senior management in deciding on an adviser charging structure. This involved understanding the needs of, and presenting results to, senior management and the Marketing and Accounting departments. Analysed a spreadsheet based unit pricing system, building an understanding of all of the calculations involved, and produced a document specifying the calculations.

* Reviewed final salary benefit specifications and analysed data related to pensions in payment and preserved benefit. * Produced mappings that formulated the data and benefit specifications to enable the production of model point files and used Prophet to calculate the cost of buying out scheme liabilities. * Analysed scheme mortality experience data and compared it to standard assumptions.

* Rectified issues related to pension products - mainly lifestyle fund switch issues. * Developed the Excel/VBA model and Access database to be used for investigation and rectification of a recently acquired book of pensions business. * Established a standardised set of data requirements and liaised with an outsourcer to assist in establishing their process for delivering the data. * Analysed migration specifications to see whether there were any errors in the specification or errors in the system development and to assist in building rectification models. * Produced reports showing an estimate of the level of detriment and options on methods of rectification.