And Jesus uttered a loud cry and breathed his last. And the curtain of the temple was torn in two, from top to bottom. And when the centurion, who stood facing him, saw that in this way he breathed his last, he said, 'Truly this man was the Son of God!' --Mark 15:37-39
Crisply put by Frank Thielman is his wonderful New Testament theology:
Mark brings his account of Jesus' suffering to a climax in the centurion's confession of Jesus' identity at the moment of his death (15:39). Here, for the first time in the narrative, someone finally confesses what the reader has known, what God himself has confirmed, and what the demonic world has fearfully recognized, but what everyone else has either failed to perceive or completely rejected--that Jesus was the Son of God.
--F. Thielman, Theology of the New Testament (Zondervan 2005), 67