Internal Model Manager
- Ireland
- Permanent
- Full-time
The position holder is required to support the Quantitative Risk Management Team as the owner of the Internal Model.Responsibilities will include some or all of the following:
- Act as Internal Model Owner
- Provide subject matter expertise in relation to ESG's, hedging and general risk exposures, ensuring all models are consistent
- Lead the controlled production of Solvency II capital calculations analysis and projections
- Provide ongoing support and development of models to ensure risk exposures are appropriately captured
- Lead the internal model validation process to ensure its ongoing appropriateness
- Produce and maintain Internal Model documentation to Solvency II required standards
- As a senior member of the Risk team, assign tasks and review output of junior team members
- Contribute to the production of risk management communications for the business, including risk dashboards, risk committee papers and regular ad-hoc communications
- Lead production of comparisons between the Standard Model and Internal Model
- Act as point of contact to Group Risk modelling teams
- Develop analytic tools to enhance the ability to explain risk exposures and SCR requirements
- Support the team in meeting risk function deliverables under Solvency II
- Support the risk function in wider risk management activities and projects
- Qualified Actuary
- Position holder should display a leadership presence within the team
- Continually enhance their contribution to the risk management function
- Intellectual effectiveness
- Communication
- Stakeholder Management