Capital Modelling Manager – 50982
Emerald Group Ltd
2d ago

Key Duties :

  • Manage and present model output and changes through the model governance structure Internal Model Decision Authority up to Board Risk Committee
  • Production of the quarterly and annual production of Internal Model and Standard Formula baselines for filing with the PRA and CAA
  • Coordinating SMEs and timelines in the delivery of information and capital numbers for filings for AESA and UK Co.
  • Keep both the Internal Model and Standard Formula up to date with Regulatory Changes and enable planning of model change and updates to the standard formula including IT systems around this
  • Ensure logs, reports and documentation such as the Technical Issues log / Expert Judgement Log, Sensitivity Testing Report and Model documentation are maintained and available for use / review by both internal and external parties
  • Ensure partnerships and planning in the delivery of QRTs, SFCRs, RSRs are maintained both with Finance and ERM
  • Coordinate with the Data Quality Team Data Quality Assessments and Data Flows of all areas including the production and maintenance of the Data Dictionary
  • Qualifications required :

  • Qualified Actuary or equivalent
  • Experience required :

  • An experienced Capital Modeller with regulatory experience and extensive modelling of all the key areas of a capital model
  • Extensive knowledge of the application of capital models to link model development with calibration and use
  • Extensive background knowledge and experience in the regulation of Solvency II and other related regulatory regime
  • Knowledge of Igloo and capital modelling platforms
  • Team management skills and meeting hard regulatory deadlines
  • Strong quality control and review skills both qualitative and quantitative
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