As an Assistant Director, ALM Specialist, Investment Risks, you will be part of the Investment Risks team. Your role involves developing and maintaining advanced models to quantify asset-liability risks for iA's General Funds and Pension Fund. You will serve as an expert in actuarial practices and liability modeling, providing technical guidance and leadership. You will also provide analyses and insights to strengthen portfolio management and ensure sound risk consideration, directly influencing portfolio decisions and contributing to sustainable growth.
Maintain and develop asset-liability risk models to support portfolio management and actuarial needs.,Maintain and develop accounting models for liability valuation under IFRS17 in the context of investment risk management.,Monitor, analyze, and explain the evolution of key risk measures (Monte Carlo VaR, sensitivities, etc.).,Act as an expert in actuarial practices and modeling.,Produce risk analyses and insights impacting partners.,Contribute to various complex strategic projects, mandates, and activities involving diverse teams.,Stay updated on best practices in investment risks for continuous improvement.,Mentor junior team members.
University degree in actuarial science, quantitative finance, or a related quantitative discipline; master's degree preferred.,Over five years of experience in investment risk within an insurance company, pension plan, asset manager, or banking institution.,Strong technical expertise in developing and analyzing complex models, such as Monte Carlo VaR and stochastic econometric models.,Excellent understanding of investment risk, with a particular focus on issues specific to life insurance companies.,Strong knowledge of financial products, including derivatives.,Experience with investment and risk management systems (Algo Risk is a plus).
Master's Degree preferred
iA Financial Group is one of the largest insurance and wealth management groups in Canada, also operating in the United States. Founded in 1892, it offers a comprehensive range of life and health insurance, savings and retirement plans, mutual funds, and securities to protect the financial wellbeing of its clients.
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