Lead - Capital Modeling | Scrabble

Posted on 07-09-2023

Job Description

Responsibility for capital modelling of new propositions and developments required to suite of tools to support this.
Develop a good understanding of the management of the shareholder balance sheet.
Develop a good understanding of the key business-lines and new propositions and how these behave under stress and are modelled in the ICM.
Develop a strong working knowledge of M&G’s Internal Capital Model (ICM).
Develop a strong knowledge of how both assets and liabilities are modelled in the ICM.
Develop a strong knowledge of the how the Matching Adjustment (MA) is modelled in the ICM.
Work closely with other members of the wider capital modelling team to support high-quality delivery of team output.