My core responsibilities include:- Analysing the risk profile of potential transactions using knowledge of insurance balance sheets, regulatory environments and actuarial concepts- Conducting investment due diligence on potential borrowers- Supervising the creation of financial and actuarial models- Leading the production of investment committee materials- Monitoring activities in respect of the existing portfolio- Supporting the Head of Business Development in… Show more My core responsibilities include:- Analysing the risk profile of potential transactions using knowledge of insurance balance sheets, regulatory environments and actuarial concepts- Conducting investment due diligence on potential borrowers- Supervising the creation of financial and actuarial models- Leading the production of investment committee materials- Monitoring activities in respect of the existing portfolio- Supporting the Head of Business Development in identifying and cultivating investment opportunities Show less

My work included SII risk factor and correlation calibrations for illiquid assets, SII internal model validation, proxy model calibration and rollforward, and designing management information in Finance and Risk functions.