Souad Z.

Coordination and validation of Solvency II Pillar I calculations, quarterly and annual (Calculation of market SCR, Own Funds, SII balance sheet, and solvency ratio); Interaction with actuarial calculation, Accounting, and Investment Management departments to gather data for calculations; Analysis of movements between two closing periods and preparation of analysis reports; Other reports: RSR, SFCR, Interest Rate Risk Reporting…etc; Interaction with the National Bank, internal and external auditors for reporting queries; Participation in ORSA (support to the ORSA team as needed); NBB Stress Test and flashing file; Policies, guidelines…etc; Various analyses.

Validation of SCR calculation (Life, Non-Life, and Market), Risk Margin, Operational Risk, MCR, CDR,... and drafting of the SCR validation report (Standard Formula); Creation of replicating tools for SCR validation; Monitoring of recommendations (RM, Audit, Actuarial Function, Guidelines,...); Validation of Actuarial Function (BEL,..); Validation reports (Lapse, Mortality, Expenses); Preparation of activities and documentation necessary for external audits (HY+YE) on Solvency II; Providing support to the Risk Calculation team from a methodological, tooling, and operational perspective to ensure the department's activities are carried out; Participation in ORSA, MRSA processes; Monitoring and control of limits (Guidelines, Policies, Risk Appetite Framework); Economic Solvency Ratio Projection; Description of the SCR calculation process.

Actuarial support for data migration; Support for adapting management processes for migration; Analysis and improvement of life procedures; Quarterly and annual BGAAP closing (reinsurance, flashing reserves,...); Various internal and external reports (NBB, Assuralia, Group,...); Providing documents and responding to internal and external auditors; Profit testing; Analysis and development of new tariffs; Liability Adequacy tests (LAT); Stress testing; Forecast; Participation in the Solvency II project.