/Jessica Blignaut

Jessica Blignaut

Quants and Risk Analyst

Jessica began her academics with a B.Sc in Financial Mathematics and then a B.Com Hons in Economics. She finally achieved her M.Sc in Quantitative Finance & Actuarial Sciences.
Having worked in Amsterdam, she was involved in projects relating to Risk and Value Management for Life Insurance companies. She also seconded to the firms London office periodically.
Within a South African context, her experience spans Solvency II and QIS4 requirements, Asset Liability Models and utilising Economic Scenario Generators.
In the cell captive space Jessica looked after year-end liability valuations, CAR calculations, annual bonus calculations and various product development projects for traditional Group Life, Disability, Health, Annuity and Post-Retirement products.

Jessica received exposure to General Insurance and enjoyed the capital requirement and rating work and was also involved in ongoing SAM projects, ORSA, SA QIS I, QIS II and IMAP. She joins the team as a support analyst and will be working with various senior actuaries across the business.