Summary
Martin Happ is a NatCat Quantitative Risk Manager and former Pricing Actuary with eight years of experience combining advanced statistics, actuarial science, and machine learning to drive insurance risk and pricing decisions. He holds a PhD in Mathematics and transitioned from postdoctoral research on graph neural networks to industry roles where he builds actuarial models in Java and Prophet, and manages Solvency II calculations and PRIIPs-KID responsibilities. Martin blends deep technical rigor—R package development, C++ exposure via RiskAgility FM, and TensorFlow— with practical product delivery across biometrical pricing, ORSA, and catastrophe risk. Certified in Six Sigma and agile methods, he’s as comfortable leading cross-functional teams as he is coding model implementations, and he brings a research mindset to operational challenges in the insurance sector.
8 years of coding experience
5 years of employment as a software developer
Doctor of Philosophy - PhD, Mathematics, Doctor of Philosophy - PhD, Mathematics at Universität Salzburg
German, English, Japanese, French