Partner - RPC Consulting
Alun has over 24 years' experience working in quantitative finance where roles have included derivative structuring and trading for some of the largest global banks.
In recent roles, he has led quantitative modelling solutions for several large actuarial firms specialising in monte-carlo econometric techniques across insurance and pensions.
Alun helps clients model risk. Whilst he specialises in econometric and asset exposures, he also focusses on solutions to the wider modelling implications faced by insurers working within a regulatory environment in flux.
In econometrics, he has led the development and commercialisation of one of the industry leading solutions providing economic scenarios for firms with asset portfolios totalling several trillion dollars.
At RPC Consulting, Alun works alongside the actuarial teams in providing econometric and asset side advice (including portfolio management and optimisation solutions) to insurers, pension funds and other corporates.
Operationally, Alun has held several regulatory controlled functions whilst managing EMB's investment practice and chairs the Operational Executive of RPC Consulting.
* Econometric Modelling & Economic Scenario Generation
* Portfolio Optimisation & Asset Liability Modelling
* Monte-Carlo Modelling
* Solution Architect
* Project & Commercial Management