Mathieu Marsan

Mr. Mathieu Marsan is Risk Manager & Actuary at Pentelia Capital Management (Bermuda) Ltd.
Prior to joining PCM in 2007, he worked for Ritchie Capital Management (Bermuda) Ltd from 2006 as an insurance derivatives trader.
He worked on the construction of simulation and pricing models to analyze arbitrage opportunities and potential transactions in the life settlements sector, and other longevity/mortality securities.
Prior to that, he was part of Desjardins Financial Security’s Investment Product Engineering Group from 2000, where he was responsible for the pricing, structuring and modeling of variable annuities, equity indexed notes and other derivative based insurance products.
He is a Fellow of the Society of Actuaries (FSA), a Member of the American Academy of Actuaries (MAAA), an accredited Financial Risk Manager (FRM) and Professional Risk Manager (PRM).
Mr. Marsan holds a M.Sc.
in Applied Finance from Quebec University in Montreal, and a B.Sc.
in Actuarial Sciences from Laval University.
He has also completed the AIR Institute Catastrophe Modeling Certification Program, and holds RMS’ Certified Catastrophe Risk Analyst (CCRA) professional designation.