Senior Analyst

  • 32977
  • Life - Actuarial
  • |
  • Ontario, Canada
  • |
  • Oct 19, 2017
Goverment/Regulatory
RESPONSIBILITIES
  • Working with the wider business in Investments, Risk, Actuarial, Modelling and Finance among others to understand the impact of various investment strategies.
  • Help build tools to support investment strategy research across multi-asset class investments.
  • Build time series statistical investment and ALM portfolio optimization models- Back test multi-asset investment models.
  • Support the team in the development and implementation of the strategic asset allocation
  • Promote active discussion on tactical asset allocations by monitoring investment models and formulating investment views and strategies.
  • Develop and recommend enhancements to investment performance measurement, ALM risk monitoring and analytics.
  • Actively participate in the quarterly investment strategy reports presented to various committees in view of continuously improving our communications.
QUALIFICATIONS
  • A strong background in Finance, Mathematics or Statistics, with strong programming skills.
  • Bachelor degree in a quantitative disciple with a successful track record of at least 5 years of related experience in investment management or an equivalent combination of education and experience.
  • Relevant professional qualifications such as CFA, CAIA, FCIA/FSA or equivalent is preferred.
  • Demonstrated experience in building quantitative investment, ALM and portfolio risk models.
  • Demonstrated experience and skills in developing financial models, applying statistical techniques and conducting complex analysis.
  • Strong knowledge and passion of macroeconomics and capital markets with the ability to interpret, explain, and summarize economic trends and market relationships.
  • Knowledge of insurance Asset-Liability Management modeling, asset allocation and risk-based capital would be an asset.
  • Demonstrated experience and skills in using statistical software such as Eviews and Matlab as well as Excel at an expert level.
  • Solid verbal and written communication skills.