Associate director

  • 40549
  • Life - Actuarial
  • |
  • Ontario, Canada
  • |
  • Mar 27, 2023
  • Create insurance liability models, focusing on reserve and capital calculations for US and Canadian companies based on appropriate regulatory standards.
  • Create and maintain financial asset models for use in balance sheet projections of financial services companies.
  • Develop and maintain Economic Scenario Generators used in the valuation of financial assets and insurance liabilities.
  • Further the development of robust processes for hedging, strategic asset allocation, scenario generator calibration, insurance company financial reporting, etc.
  • Participate in demonstrations to potential clients
  • Develop models specific to client requirements
  • Develop and deliver presentations on emerging issues pertaining to the insurance industry and the financial services industry
  • Help maintain and strengthen client relationships through participation in client consultations
  • Be a primary contact for select clients
  • 5+ years of experience in asset modelling, investment, life insurance or pension industry in an investment actuary role working within ALM/Portfolio Management
  • Experience/knowledge of determining asset allocation strategies, portfolio optimization, liability driven investment strategies, and measuring investment related risks
  • ->SALARY: N/A