As the Solvency II Modelling Design Lead, my role was to lead the design of Actuarial models and processes for the purpose of SII calculations, transforming user requirements and methodology into real world solutions.  Responsibilities included: 

 

Working with actuaries from the Analysis and Capital Management teams to understand and document business requirements for Solvency II Actuarial models;

Designing and proposing technical modelling solutions using MoSes, Mo.net and Excel/VBA to meet the business requirements.  Producing detailed modelling specifications and prototypes to demonstrate viability.  Ensuring solutions were strategic and would fit with all other model and reporting requirements;

Managing a team of six developers, working within the robust control framework for the development, management and release of actuarial valuation tools, including appropriate documentation and compliance with relevant requirements (specifically TAS M and TAS D);

Optimising existing reporting processes and improving MoSes master/worker stability to ensure the new Solvency II processes could be run alongside the existing processes without impacting reporting timelines.