- Support the Head of Capital Modelling to meet regulatory and business requirements.
- Stakeholder engagement to coordinate the capital setting process.
- Produce regulatory returns, including the LCR, TP's, PRA templates, and other ad-hoc reporting.
- Assist SII initiatives and regulatory compliance, including, validation processes, use tests, documentation, and contribution to the ORSA.
- Lead on model parameterisation process, developing new methodologies and processes
- Capital modelling role expereience using RemetricaÂ
- Strong project management and communication skills.
- Proficiency in ReMetrica, other capital modelling platforms also considered
- Excellent report writing skills