Risk Management Senior Analyst

  • 37527
  • Non-Life - Actuarial
  • |
  • Ontario, Canada
  • |
  • Jun 10, 2020
  • Perform periodic risk quantification using our internal model including the production of quarterly reports and presentations. The process includes but is not limited to data extraction, model selection, calibration, validation and result analysis.
  • Provide necessary support to the business using our risk quantification and participate in the effort to promote the use of internal model.
  • Develop a rigorous application and maintenance of model policy and procedures.
  • Maintain documentation on the model, business uses, governance & controls and IT infrastructure.
  • Become the main resource for troubleshooting and resolution of production issues as well as for assistance with the analysis of model changes.
  • Lead research and development and monitor the international/academic evolution of modeling standards.
  • At least 5 years of relevant experience in P&C insurance and/or risk quantification, and/or economic capital modeling.
  • Bachelor's degree in actuarial sciences or statistics. Actuarial or risk management designations or relevant advance studying are assets.
  • Computer literacy in Microsoft Office Suite and VBA, with knowledge of R, SAS and SQL being a good supplement.
  • Team player, proactive approach, autonomy and efficiency.
  • Strong analytical skills and solid planning and execution.
  • Ability to learn quickly and adapt to change.
  • Solid skills in oral and written communications and interpersonal relations with ability to interact with a variety of people at all levels of the organization.
  • High level of professionalism, integrity and ethics.