The purpose of this role is to support the Solvency UK matching adjustment attestation process and the broader management of credit risk on the Group’s balance sheet.
Overview
Key duties (including, but not limited to):
- Support the successful delivery of regular matching adjustment attestation as per the regulatory timetable, including ad-hoc attestations
- Support any further developments/refinements to the matching adjustment attestation methodology
- Support the development of a credit risk framework and support the activities required under the framework
- Produce the analysis required as per the agreed methodology for the matching adjustment attestation
- Produce the matching adjustment attestation report for committee approval
- Liaise with various teams (e.g. ALM, Credit Research) to obtain relevant information required for matching adjustment attestation process
Qualifications required:
- Qualified FIA, FFA, CFA or equivalent
Experience required:
- Life industry experience in a Solvency II environment
- Experience within an investment/ALM team is desirable
- Experience in producing technical analysis
- Experience in producing reports for committees