Establish and/or maintain system/Infrastructure that supports the IFRS Reporting Standards, Regulatory Capital, Risk Appetite framework, Stress Testing methodologies, Economic Capital methodology, and which supports business objectives.
Evident compliance with internal policy and regulatory requirements, to support the Internal/ External Audit processes.
Positive feedback from modelling customers and stakeholders.
Effective communication with customers to ensure smooth coordination and delivery of solutions.
Positive feedback from other team members and line manager.
Demonstration of effective teamwork through provision of high quality work.
Encourage a proactive information exchange for a supportive working culture among the teams / other departments.
Suitably evidenced compliance with Group standards and applicable controls.
Satisfactory outcomes from internal and external audit activities.
Enhanced ways of working.
Qualifications:
Knowledge
Detailed knowledge of insurance cash flow modelling techniques and concepts.
Good working knowledge of insurance products and balance sheet dynamics, obtained through exam progress and meaningful work experience.
Good knowedge and understanding of at least one risk-based capital framework (e.g. Solvency II, HK-RBC, Singapore RBC2, C-ROSS).
Knowledge of IFRS17 would be beneficial.
Experience
Significant experience of cashflow modelling, in a life office (Reporting/Pricing) or consulting context.
Experience of Prophet Development and/or Testing activities would be highly beneficial
Experience of with-profits designs and stochastic modelling would be highly beneficial.
Experience of Tyche, Python or SAS would be beneficial.
Skills
Strong cash-flow modelling skills and high level of proficiency in Prophet.
Good communication and interpersonal skills.
Ability to form effective relationships with customers and partners in the insurance group and wider bank.
Ability to prioritise competing demands and demonstrate flexibility to meet dynamic requirements.
Qualifications
Good progress towards actuarial qualification (FSA/FIA/FFA/Equivalent).
