Design, develop and maintain financial models for corporate credit and private credit in both base and stress conditions
To ensure that modelling of credit assets remains compliant with Solvency II regulation for Internal Models and Matching Adjustment portfolios and keeps pace with emerging best practise
Oversee the onboarding of new asset classes and investments from an Actuarial perspective ensuring that appropriate risk categorisation takes place and risks are appropriately assessed
Provide challenge and oversight of investment strategy proposals from the Asset Manager to ensure that implications for the insurance balance sheet and regulatory approvals are well understood and managed
Member of the Internal Credit Rating Committee providing insight and challenge for internally rated assets
Own the management, Board committee and Regulatory engagement with regards to the modelling of credit assets
Build and lead the credit modelling team
Demonstrable experience in the credit markets gained through a bank, asset / fund manager, credit rating agency or comparable role within an insurance group
Knowledge and experience of Solvency II regulations and the drivers of the solvency balance sheet and P&L
An in depth understanding of investment risk, capital management and capital modelling.
Ability to provide robust challenge and to influence a broad range of senior stakeholders
Track record of delivery and working collaboratively with others.
Experience in engaging with external governance bodies and regulators
Knowledge and experience of credit rating methodologies.
To apply for this job email your details to firstname.lastname@example.org.