Maintain and develop asset-liability risk models to support asset-liability management, portfolio management and various actuarial needs
Maintain and develop accounting models for evaluating liabilities under IFRS17 in the context of investment risk management
Monitor, analyze and explain the evolution of relevant risk metrics (Monte Carlo VaR, sensitivities, …)
Be a subject matter expert on actuarial and modeling practices in the context of investment risk management
Generate actionable risk insights for our partners
Contribute to a variety of complex strategic projects, mandates, and activities
Actively engage with various internal teams
Stay up to date on best practices in investment risk for continuous improvement purposes
Provide mentoring to more junior team members

University degree in actuarial science, quantitative finance or other related quantitative discipline; graduate degree preferred
Five plus years experience in the investment risk field at an insurance company, pension fund, asset manager, or bank
Strong technical expertise in developing and analyzing complex models, such as Monte Carlo VaR and stochastic econometric models
Strong understanding of investment risk, with a particular focus on the unique considerations within a life insurance company
Strong knowledge of financial products including derivatives
Programming (Python, SQL and Excel/VBA), data management, and general technology/system skills
Experience with investment and risk systems (Algo Risk would be considered an asset)

Associate Director, Asset-Liability Specialist, Investment Risk

Key skills