The key purpose of the role is to support the Head of Capital Modelling.
Key duties (including, but not limited to):
- Support the Head of Capital Modelling
- Subject matter expert on the model correlation structure, responsible for leading the expert judgment process including the development of suitable back testing tools and liaising with teams across the Division to set, review and challenge the correlation parameters
- Responsible for the production and presentation to senior management of the Solvency II Standard formula
- Subject matter expert on the business plan in the internal model, including processing and in-depth understanding of the impact on the various components of premium risk.
- Demonstrable track record in capital modelling or other simulation-based modelling role
- Curious, inquisitive, innovative and open to new ideas
- Excellent attention to detail