Emily Penn is a Director at RBS providing actuarial and regulatory expertise around ALM solutions for insurers. Emily works with a wide range of insurers structuring derivative solutions across the major asset classes and advising more broadly on capital management and asset allocation. The team at RBS were recently awarded Best Bank for ALM Advisory by Insurance Risk Magazine.
Emily has been at RBS for 6 years having joined in 2006 from Tillinghast (Towers Watson). She is active in the Actuarial Profession and has been on a number of working parties including recently “How to hedge the Solvency II risk free rate” and “Central clearing of OTC derivatives”. She is a regular speaker at conferences including the profession’s Risk and Investment Conference and Life Conference. She is also on the Life Conference Committee.
Emily is a Fellow of the Institute of Actuaries and holds a first class degree in mathematics from Christ Church, Oxford. She was awarded a number of prizes while completing the actuarial exams including the Sir Joseph Burn Prize for special merit on qualification.
