Business Architect (Finance & Risk Domain)

Activities:

Develop and have Embedded within the organisation the solution design for a model input data service covering risk factors, market data, stochastic and deterministic economic scenarios, and other economic assumptions supporting the local and group financial risk and actuarial processes
Develop and have Embedded within the organisation the solution design for an assumption management solution integrating economic and actuarial assumptions supporting all actuarial engines within the Organisation Country Units
Support the solution design of the data environment supporting financial Risk management and the new IFRS9 functional components (ECL calculation and SPPI classification)
QA of the local detail solution design of the IFRS17 actuarial modelling and calculation (including CSM) components

Functional Domain:
Financial Risk Management within an insurance company (Credit/counterparty risk management, market risk management
Actuarial modelling and calculation within an insurance company
IFRS17 (focus) and IFRS9 requirements
Market Data Management supporting risk management including discount curves, interest- and credit spreads, equity volatilities, ...

Required capabilities:
3-5 year experience in business/functional architecture, or 7-10 business analysis experience, within Finance & Risk in the financial services sector
Experience in business and data capability modelling