This is an exciting role for someone looking for an opportunity to put their technical, analytical, and quantitative financial skills to use in a fast changing market environment. The role will require proactive thought leadership in a highly technical area which is evolving rapidly.
RESPONSIBILITIES
?Ensure the market consistent methodology is fully implemented and embedded in line with the Group internal model and Solvency II Pillar I requirements. Support CBI IMAP engagement and Use Test.
?Be a key contact in relation to the development of Group methodology and its application to the local internal model, with a particular focus on the market risks associated with writing niche product lines.
?Assist local internal model methodology working groups and communicate any internal model changes to key committees across the organisation. Own position papers on internal model methodology, with a direct line to the Internal Model Governance Committee and an understanding of any wider implications (e.g. for the ORSA)
?Demonstrate a high level of knowledge and understanding of all SII regulation and evidence compliance with same. Ensure ongoing compliance with internal Model Governance policies.
?Oversee the production of quarterly basis and shock specification documents for use by the Actuarial Reporting team for the production of SII and market value reporting
Please contact Paul at [email protected] or 016099404 for further information.
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