Internal Model Manager

Main Purpose:
The position holder is required to support the Quantitative Risk Management Team as the owner of the Internal Model.
 
Responsibilities will include some or all of the following:

• Act as Internal Model Owner
• Provide subject matter expertise in relation to ESG's, hedging and general risk exposures, ensuring all models are consistent
• Lead the controlled production of Solvency II capital calculations analysis and projections
• Provide ongoing support and development of models to ensure risk exposures are appropriately captured
• Lead the internal model validation process to ensure its ongoing appropriateness
• Produce and maintain Internal Model documentation to Solvency II required standards
• As a senior member of the Risk team, assign tasks and review output of junior team members
• Contribute to the production of risk management communications for the business, including risk dashboards, risk committee papers and regular ad-hoc communications
• Lead production of comparisons between the Standard Model and Internal Model
• Act as point of contact to Group Risk modelling teams
• Develop analytic tools to enhance the ability to explain risk exposures and SCR requirements
• Support the team in meeting risk function deliverables under Solvency II
• Support the risk function in wider risk management activities and projects

Personal Competencies:

• Qualified Actuary
• Position holder should display a leadership presence within the team
• Continually enhance their contribution to the risk management function
• Intellectual effectiveness
• Communication
• Stakeholder Management

Please contact [email protected] or 016099404 for further information.

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