Director

  • 33528
  • Life - Actuarial
  • |
  • Ontario, Canada
  • |
  • Apr 12, 2018
Insurance
RESPONSIBILITIES
  • Contribute to enhancing the risk modeling capability of the company by taking the lead on the modeling of internal credit risk rating models.
  • Provide support to the development of Credit Value at Risk models.
  • Supports senior risk management by:
  • (a) Providing subject matter and analytical expertise in the area of credit risk rating modeling for fixed income assets, and
  • (b) Preparing risk reports for risk review committees, Board and various working groups.
QUALIFICATIONS
  • Advanced degree in a quantitative field such as Actuarial Science, Math, Statistics, Computational Finance or Engineering. The CFA, CERA, FCIA, FSA or CPA or like designations would be an asset.
  • Minimum of 10 years of work related experience within the industry. Candidates with minimum of 5 years of experience in quantitative credit risk rating analysis within the financial services industry are preferred.
  • Previous experience independently building complex models and the experience of the model validation process is a pre-requisite for this position.
  • Experience in back testing models and development of risk capital models.
  • Hands-on experience in one of the languages: C++, VBA, Matlab, R, Perl, or Python.
  • Experience with databases (for example such as SQL).
  • Project Management experience, project planning and project execution, leading independent projects.
  • Strong relationship building and communication skills to interact effectively with stakeholders and senior management.
  • Ability to travel.