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Rob Arthur
Actuarial & Risk Modelling Associate Director

Rob Arthur

I am a consulting actuary at the firm with experience across all sectors of actuarial and risk management work. I have applied my actuarial skills to a number of projects which are outside the traditional remit of actuaries and have expertise in the development and deployment of machine learning algorithms.

I have worked with a large number of diverse banking and credit institutions to help them remediate customers who have affected by breaches of laws, regulations or contracts. I have helped to guide these clients from the early stages of identifying these breaches and figuring out their financial impact, through to building and testing tools to calculate fair redress and compensation.

I have many years of experience in valuation of derivatives and other complex financial instruments (options, swaps, etc) to help companies adhere to relevant accounting standards in the UK and internationally. These valuations often require techniques that rely on financial economic theory which is a core area of expertise for actuaries.

Machine learning algorithms can be used to model a vast range of unknown variables based on large datasets. I have detailed knowledge of many of the most commonly used algorithms (eg logistic regression, neural networks, support vector machines, clustering) and how they can be practically applied to real-world problems.

Stochastic models use simulation to assess - for one or more unknown variables - the range of possible outcomes and their associated likelihoods. I have designed, built and reviewed stochastic models for a variety of purposes.

Risk-based capital models use actuarial techniques to project an entity's level of capital based on the risks to which it is exposed. The entity's management might use such a model for a number of purposes including (but not limited to) to assess how much capital it should set aside to ensure it remains solvent and the impact of its actions on its likelihood of insolvency. I also have experience of designing, building and reviewing such models.

Outside of work, I use my spare time to embarrass my children with a smorgasbord of witty wordplay that they often unfairly dismiss as “dad jokes”.

  • BSc Hons
  • Fellow of the Institute and Faculty of Actuaries
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Rob Arthur
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Actuarial & Risk Modelling Associate Director
Rob Arthur
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