Lead - Capital Modeling | Scrabble & Jigsaw
Posted on September 7, 2023
Job Description
<ul>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Responsibility for capital modelling of new propositions and developments required to suite of tools to support this.</span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Develop a good understanding of the management of the shareholder balance sheet.</span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Develop a good understanding of the key business-lines and new propositions and how these behave under stress and are modelled in the ICM.</span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Develop a strong working knowledge of M&G’s Internal Capital Model (ICM).</span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Develop a strong knowledge of how both assets and liabilities are modelled in the ICM.</span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Develop a strong knowledge of the how the Matching Adjustment (MA) is modelled in the ICM. </span></span></span></span></span></li>
<li style="text-align:justify"><span style="font-size:11pt"><span style="tab-stops:list 36.0pt"><span style="font-family:Arial,sans-serif"><span lang="EN-GB" style="font-family:"Calibri",sans-serif"><span style="color:black">Work closely with other members of the wider capital modelling team to support high-quality delivery of team output.</span></span></span></span></span></li>
</ul>