Gregor Fabjan
Founder at Open-source modelling
Stony Stratford, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolGregor Fabjan is a founder and actuarial-minded data professional with eight years’ experience building models and startups to tackle underinsurance for SMEs worldwide. He develops actuarial algorithms in Python and Matlab through his Open-source modelling initiative and has practical capital modelling and climate-data reporting experience from roles at Prudential and Phoenix Group. Gregor blends hands-on technical implementation—migrating M&A valuation and capital models and delivering TCFD carbon intensity reports—with entrepreneurial product work at QnityRe and WeConsilium that sought to democratize insurance solutions. Trained in financial mathematics at the University of Ljubljana with exchange study at TUM, he pairs rigorous quantitative skills with a maker’s mindset and a history of testing new concepts in fast-fail environments like Lloyd’s and Entrepreneur First. An unexpected thread through his background is performance arts—years as a dancer and actor—suggesting strong presentation skills and creative problem framing beyond pure analytics.
8 years of coding experience
5 years of employment as a software developer
Master’s Degree, Financial Mathematics, Master’s Degree, Financial Mathematics at University of LjubljanaMaster's Degree Exchange, Mathematical Finance and Actuarial Science, Master's Degree Exchange, Mathematical Finance and Actuarial Science at Technical University of Munich
English, Italian, Slovenian, German
Github Skills (18)
insurance10
calibration10
bootstrap9
risk-analysis9
risk-management9
python8
algorithms7
finance5
testing4
covariance3
variance3
javascript3
covariance-matrix3
matlab2
octave2
Programming languages (4)
Github contributions (5)
open-source-modelling/Open_Source_Economic_Model
May 2023 - Feb 2025
First open-source asset-liability model.
Contributions:188 PRs, 203 pushes, 14 branches in 1 year 9 months
actuarialasset-liabilityinsurancemodelling-toolpython
GregorFabjan/Open_Source_Economic_Model
Sep 2023 - Dec 2024
First open-source asset-liability model.
Contributions:7 PRs, 206 pushes, 84 branches in 1 year 2 months
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