What points should one mention during an interview to demonstrate the above? The subject is so vast! Thank you.
If you have not done operational tasks connected to SII, then it is going to be a huge barrier. Essentially, SII is composed of 3 pillars. Pillar I: quantitative - calculate SCR according to Standard Formula (many modules - Market Risk, Underwriting Risk, CAT Risk...) Pillar II: qualitative assessment of own risk - produce an ORSA report - eg why your SCR could be different from that derived according to Standard Formula. The latter is based on an average insurance company, or better, on an industry average. Pillar III: disclosure - report quantitative reporting templates to NSA and further to EIOPA.
