Alun Marriott

Managing Partner

Alun brings 30 years' experience working across diverse areas of the modelling and financial services sectors including investment banking, economic modelling and technology transformation.

At RPC Tyche, Alun’s primary role as Managing Partner helps coordinate RPCT’s operational activities – including Technology, Finance, Governance, Strategy & Commercial. He works alongside the actuarial leadership teams to align our operational activities with all stakeholders, both internal and external.

Alun’s unique mix of technology, financial and modelling expertise helps clients implement change in response to business drivers and technological innovation. He chairs RPCT’s Executive Committee, and is one of five board members.

Memberships/Education: MSCI (Member of the Chartered Institute of Securities and Investment), MiF (Master in Finance, London Business School), BSc (1st Hons) Physics

Expertise: Technology & Transformation, Investment, Economics


Phone: +44 (0)207 046 8111

Jonathan Broughton

Senior Partner

Jonathan Broughton is a qualified actuary and has worked in the London Market since 1995 where he began work at Lloyd’s of London/Equitas, having started his actuarial career in a pensions firm.

Jonathan leads the non-life actuarial team at RPC Tyche Consulting and has been consulting in the London Market since 2005 (initially with EMB). He has extensive experience in reserving, pricing and capital modelling and has acted as chief actuary to a number of Lloyd’s managing agencies.

Jonathan has worked closely with brokers and clients in the design and execution of structured reinsurance solutions. Jonathan qualified as an actuary in 1998.

Memberships/Education: Fellow of the Institute and Faculty of Actuaries, PRA-approved Independent Expert, 1st Class Degree in Physics from Birmingham University

Expertise: Actuarial, Capital Modelling, Pricing, Reserving


Phone: +44 (0)20 3046 8151

John Rowland


With nearly 20 years’ experience in life insurance consulting and software, John Rowland is the Partner in charge of RPC Tyche Consulting’s Life insurance practice.

John is responsible for RPC Tyche Consulting’s strategy for life insurers including oversight of the development of the Tyche Model Generator – RPCT’s capability to convert Excel models to Tyche. John also manages relationships with RPCT’s implementation partners, with whom RPCT markets its solutions to life insurers globally.

Prior to joining RPCT in 2016 John was Managing Director and Global Head of Life Capital Modelling at Willis Towers Watson, where he had oversight for software and consulting propositions and responsibility for sales and execution of projects to multinational insurers across the globe. John also worked for Aviva where he led the development of its Solvency II Internal Model.

His core areas of expertise include financial modelling and reporting processes / re-engineering; capital modelling; economic scenario generation and asset modelling; and ALM and strategic asset allocation.

Memberships/Education: PhD in Mathematics from Imperial College London

Expertise: Life Insurance


Phone: +44 (0)207 046 8150

Gavin Dilley


Gavin brings 20+ years' experience working across finance and operations teams in diverse organisations across professional practices, outsourcing and fintech.

At RPC Tyche, Gavin’s primary role as Chief Operating Officer and Chief Financial Officer is to help coordinate and implement RPC Tyche’s operational activities, including Finance, HR, Governance, Strategy and Commercial. He works as part of the leadership teams to align RPCT’s operational activities with all stakeholders, both internal and external and oversee the financial health of the business.

Gavin’s mix of financial and operational expertise helps RPC Tyche Consulting stay both client & product focused with an efficient approach to delivery.

He sits on RPC Tyche’s Executive Committee, and attends board meetings.

Memberships/Education: CGMA – Member of the Chartered Institute of Management Accountants, Honours degree in Economics & Politics


Phone: +44 (0)207 046 8141

Craig Hawthorne

CIO, Associate Partner

With over 24 years of professional services IT technical and leadership experience, Craig is RPC Tyche’s Chief Information Officer. Before joining RPCT, Craig had spent the previous 15 years with RPC Tyche as the firms Head of IT and then as Director of IT. Previously of Denton, responsibility for the firm's global IT strategy, the overall IT budget, operational IT and the change/transformation function were Craig's main areas of focus.

Along with defining and delivery of the IT strategy, Craig's main drivers were to implement IT change and introduce efficiency and process change in to the firm.

He has a long track record of the successful delivery of large scale IT transformational and technical projects throughout his career and is committed to client delivery success.


Phone: +44 (0)207 046 8132

Chris Linley

Associate Partner, CTO

Chris Linley is RPC Tyche Consulting’s CTO and leads the development of Tyche, RPCT’s core software offering. Tyche is a generic, high-performance computation engine.

Chris is a quantitative and software engineering expert with a strong background in mathematical optimisation and software performance optimisation. His primary focus is on extending Tyche’s market lead via continued innovation and alignment to evolving technology trends. Chris started working on Tyche in 2014 and has been leading development since 2016.

Prior to joining RPC Tyche Consulting, Chris worked as a quantitative developer in investment banking, covering pricing, simulation, and calibration for credit and market risk. Chris was lead developer on SunGard’s Collateral Optimisation engine, a market-leading solution that employs the latest algorithms to solve crucial business problems.

Memberships/Education: 1st Class Honours Degree in Mathematics, Masters Degree in Financial Mathematics

Expertise: Quantitative Finance, Technology, Tyche Development


Phone: +44 (0)207 046 8138

Tony Lovick

Associate Partner

Tony Lovick is an expert in actuarial process automation and research innovation with delivery through pragmatic systems development.

He is the systems architect of Tyche Model Generator, a key product in the Life market.

He has invented systems for creating automated spline models, price optimisation and spatial smoothing plus techniques to identify saddle points within risk models and to reduce the impact of overfitting on complex GLMs.

Previous roles have seen him act as lead architect for the Usage Based Insurance and Pay As You Drive analytics at both a global consultancy and a large UK insurer. At the insurer he headed up a team developing the implementation of full postcode risk modelling as well as pioneering the introduction of external data into rating systems.

Memberships/Education: Fellow of the Institute of Actuaries, Mathematics from The Queen’s College, Oxford University

Expertise: Life, Technology and General Insurance


Phone: +44(0)207 046 8140

James Norman

Associate Partner, Head of Research

James Norman has over 14 years’ experience in financial modelling for insurance companies, and is Head of Research at RPC Tyche Consulting.

He develops cutting-edge solutions to quantitative problems for the insurance industry by leveraging the sophistication and computing power of the Tyche platform.

James has extensive experience in non-life capital modelling and has led projects for some of the largest global insurance groups. Highlights of his career include: Leading the technical design of a market wide risk aggregation model for a multinational insurance market; Validation of a number of firms’ insurance and catastrophe models for PRA approval; Designing and delivering a full group internal model for regulatory and rating agency capital for a FTSE 100 company.

As Head of Research at RPCT, James coordinates R&D activity across Life and Non-Life in RPC Tyche and has a track record of thought leadership and delivering innovative technical solutions to client problems. He has published a number of papers and presented at international conferences - including plenary sessions - on the subjects of actuarial modelling, statistics and capital management.

James joined RPC Tyche Consulting from Willis Towers Watson in 2016. He started his career at EMB Consultancy where he specialised in insurance risk and economic and asset risk modelling. James was also an internal capital actuary for a major London Market insurer

Expertise: General Insurance


Phone: +44 (0)207 046 8152

Sam Worthington

Associate Partner

Sam is the Product Director of RPC Tyche Commercial Lines Pricing System. In his role he shapes the product direction, co-ordinates the developer and support teams and oversees the implementation of the development roadmap. In addition he is the Project Director for complex pricing and capital modelling software implementations, leading the solution design, workflow co-ordination and project delivery.

Sam is an actuary by profession with over 14 years of modelling experience in the insurance and investment sectors. He has designed and delivered modelling and consulting solutions for insurance companies and pension funds in the areas of risk reporting and capital setting; economic scenario generation and asset modelling; ALM and strategic asset allocation; reinsurance pricing.

Sam was previously Global Head of Economics and Asset Modelling at a large global insurance consultancy, with oversight for leading a team of quants in the development and calibration of real world and risk neutral ESGs.

Memberships/Education: Fellow of the Institute of Actuaries

Expertise: Risk Management, Non-Life Insurance, Investment


Phone: +44 (0)207 046 8175

Matthew Cocke


Matt Cocke helps insurance companies develop models for use in financial reporting and risk management and is an expert on Tyche, RPC Tyche Consulting’s software solution.

With 20 years’ experience in the International Insurance Industry, he provides strong technical expertise underpinned by strategic managerial focus in all aspects of life insurance modelling. Matt’s extensive experience includes leading the implementation of Tyche at multi-nationional companies. He has also advised on company transformations, including Part VII transfers and due diligence on transactions. Matt has also worked on pricing and product development, such as advising companies on launching a Variable Annuity product.

Memberships/Education: Fellow of the Institute and Faculty of Actuaries (qualified 2003), PhD in pure mathematics, Member of the Actuarial Working Parties on Proxy Modelling; and Processes and Controls

Expertise: Life Insurance


Phone: +44 (0)207 046 8116

Adrien de Nazelle


A reserving specialist, Adrien de Nazelle, has a wealth of experience in London Market and Personal Lines reserving as well as Healthcare and After-the-Event insurance.

He supports clients in reserving related projects, including redesigning and building of Solvency II technical provisions model in RPCT’s modelling software, Tyche. Adrien is also leading the development of the reserving toolkit within Tyche.

Previous work has seen him conduct independent reserve reviews as well as redesign, automate and industrialise reserving processes for clients.

Memberships/Education: Associate of the Institute and Faculty of Actuaries, MSc Degree in Finance, BSc in Accounting and Finance from Warwick Business School

Expertise:General Insurance, Reserving, Tyche, Process Industrialisation


Phone: +44 (0)207 046 8120

Dustin Duncan


Dustin Duncan is a Fellow of the Casualty Actuarial Society and a Member of the American Academy of Actuaries. He has over seven years of P&C actuarial experience in the US marketplace.

Dustin leads the US team at RPC Tyche and has been providing consulting services since 2014. His experience spans a wide range of functional areas including pricing, underwriting, capital modeling, reserving, claims and predictive analytics, focusing on process automation / improvements, technology and advanced analytics.

Memberships/Education: Fellow of the Casualty Actuarial Society, Member of the American Academy of Actuaries, Member of the CAS Ratemaking, Product and Modeling Seminar Planning Committee, B.A.Sc. Actuarial Science, Ball State University

Expertise: Actuarial, Pricing, Capital Modeling, Reserving, Predictive Analytics


Phone: +1 317 341 1961

Gemma Farnworth

Head of Consulting, Director

Gemma Farnworth is a qualified actuary who is an expert in financial modelling, with over a decade’s experience.

Gemma currently heads up the Consulting Delivery team at RPCT where she has oversight of delivery of all actuarial projects, ensuring that governance processes and sufficient planning/monitoring is in place. Her responsibilities also include resource allocation and management, and team management from a training and career development perspective.

Having worked her entire career in actuarial modelling her role on projects is most commonly to oversee quality assurance and development of models, acting as a senior manager/reviewer. Additionally, Gemma supports clients in understanding, parameterising and using models.

Prior to her current role, Gemma worked for a major actuarial consultancy where she headed up the development of that organisation’s Asset and Portfolio modelling suite which is now used globally by insurers, banks and pension funds.

Memberships/Education: Fellow of the Institute of Actuaries, 1st Class Master’s Degree Mathematics at Oxford University

Expertise: Insurance, Investment, Modelling


Phone: +44 (0)207 046 8122

Dan Gelderd


Dan Gelderd is a specialist in general insurance capital modelling with over ten years’ experience in the London Market.

He has developed modelling, parameterisation, validation and reserving solutions for a wide range of London Market insurers during his time as a consultant; and has worked as Head of Capital for a Lloyd’s syndicate.

Dan is the product owner for the Tyche Capital Model, our library capital model for general insurance in Tyche.

Memberships/Education: 1st Class Bachelors' Degree Mathematics at Oxford University, Master’s Degree in Economics from Birkbeck, University of London

Expertise: General Insurance


Phone: +44 (0)207 046 8127

James Gillespie


James is Actuarial Project Leader of the Commercial Lines teams responsible for co-designing and developing a single global pricing system for a top ten reinsurer covering all US and International lines of business. This includes reviewing the consolidation of hundreds of global rating tools into a succinct set where methods are only implemented once.

He has led multiple technical Pricing Audits, and Commercial Lines Pricing builds for Lloyd’s Syndicates, such as Property, Casualty and Financial Institutions.

Prior to pricing positions in Guy Carpenter and Novae, James worked in research and achieved a doctorate in mathematics.

Memberships/Education: Associate of the Institute and Faculty of Actuaries, 1st Class Honours in Theoretical Physics from Trinity College Dublin, PhD in Applied Mathematics

Expertise: Pricing Systems, Modelling


Phone: +44 (0)207 046 8128

Simon Martin


Simon Martin has over 10 years of experience in the London Market, bringing actuarial and mathematical expertise to the design and implementation of capital modelling solutions.

He has expertise in designing, implementing and supporting core capital modelling solutions including those with multi-jurisdictional or international entities. More notably he has designed, built and validated Solvency II compliant capital models. He has also worked with reinsurance brokers to provide capital efficient reinsurance solutions to clients.

Memberships/Education: Fellow of the Institute of Actuaries, 1st Class Master’s Degree in Mathematics at Oxford University

Expertise: Insurance, Modelling


Phone: +44 (0)207 046 8143

Natasha Regan


With over 20 years’ experience in non-life insurance, Natasha Regan is a qualified actuary and risk management professional.

She has particular expertise in risk management and modelling, reserving and pricing and provides skilled practical and technical support to a wide range of client projects.

Natasha has an in-depth knowledge of regulation and how the regulators work, having been the General Insurance Actuarial Lead at the Financial Reporting Council where she initiated various inter-agency projects with the PRA, FCA, Pensions Regulator and the IFoA

Memberships/Education: Fellow of the Institute and Faculty of Actuaries, Chartered Enterprise Risk Actuary

Expertise: General Insurance


Phone: +44 (0)207 046 8157

Roel Van den Heuvel


Roel Van den Heuvel is a qualified actuary and has worked in actuarial & risk management roles since 2003 where he began work at KBC Bank & Insurance Group.

Roel leads client development & delivery for continental Europe at RPC Tyche. He joined the firm in 2020. Prior to RPC Tyche Roel was at McKinsey where he led insurance at McKinsey’s Risk Dynamics risk analytics unit. In his career he worked for insurers in many European countries including Belgium, Netherlands, France, Germany, UK, Ireland, Switzerland, Denmark, Sweden, Poland, Hungary, Czech Republic, Bulgaria, Slovakia etc. across reserving, pricing, capital modelling, risk management and capital management.

Roel has worked closely with CROs and CFOs in setting up quantitative risk management and led key parts of Solvency II IMAP on their behalf. He has been a regular presenter on topics such as Model Risk Management, Model Validation and IFRS17. He qualified as an actuary in 2004.

Memberships/Education: Qualified Actuary, Member Belgian Actuarial Institute, Advanced Master in Actuarial & Financial Engineering, Master Insurance, Master Business Economics

Expertise: Actuarial, Risk Management, Capital Modelling, Pricing, Reserving, Capital Management, Balance Sheet Management


Phone: +44 (0)20 7046 8100