Senior Director, Enterprise Risk Solutions, Moody's Analytics
Andrew Waters is a Senior Director at Moody’s Analytics dedicated to providing solutions for the insurance sector, with a current focus that includes IFRS 17. His experience includes the provision of Solvency II standard formula and internal model solutions, with experience in liability approximations (replicating portfolios, curve fitting, Least Squares Monte Carlo), ALM, hedging, Economic Capital Optimisation, and stress testing. Andrew has over 10 years’ experience in risk management for pensions, banks, asset managers, and insurers. Before joining Moody’s Analytics, he has worked at Markit/QuIC, Algorithmics, Mercer, and RBC.
Andrew is a CFA Charterholder, and holds various designations including the FRM, PRM, and CAIA.