Responsibilities:
- Lead and manage the capital modelling process for internal and regulatory requirements
- Deliver high quality and timely Solvency II and regulatory reporting
- Lead the preparation and documentation of SCR, contribute to Standard Formula SCR and other modelling as required
- Lead the development, parameterisation, assist with validation and documentation of the Internal Model
- Responsible for the enhancement of the capital modelling process, which will include reporting and presenting to the Risk and Capital Committee
- Embed the use of the Internal Model in accordance with the Use Test requirements