Hi Alan,
You need to assign yourself a Role that will give you permission to create a certificate. To do this, please navigate to your Key Vault in Azure portal, then click on Access Control (IAM) blade. Next click Add -- Add role assignment, select Key Vault Certificates Officer, Next, click Select members, select your user account, Next, Review + assign, etc.
Once you have assigned Key Vault Certificates Officer to your user account there may be a delay (usually just a minute or so) for the change to take effect. Once it takes effect you will be able to create certificates.
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Thanks.
-TP