Senior Actuarial Analyst, Economic Capital

Aviva Canada

Markham, Canada
$90,000 to $110,000; eligibility for annual bonus;...
Hybrid
Economic capital model
Stochastic internal model
Monte carlo simulations
You will have the opportunity to work closely with our stochastic Internal Model (based on Monte Carlo simulations) which models the various risks of Aviva Canada business through a holistic approach

Job Summary

  • You will have the opportunity to work closely with our stochastic Internal Model (based on Monte Carlo simulations) which models the various risks of Aviva Canada business through a holistic approach.
  • This will require you to interact with a variety of other departments in Aviva Canada and UK (including Reserving, ALM, Finance, Reinsurance, Pricing): this is a unique opportunity to have a wide exposure to the various facets of the insurance business and develop knowledge of its quantitative risk management.
  • Compelling rewards package including base compensation, eligibility for annual bonus, retirement savings, share plan, health benefits, personal wellness, and volunteer opportunities.

Matching Summary

You will have the opportunity to work closely with our stochastic Internal Model (based on Monte Carlo simulations) which models the various risks of Aviva Canada business through a holistic approach.

Salary

$90,000 to $110,000; Eligibility for annual bonus; Health benefits, retirement savings, share plan

Skills & Requirements

Must-have

  • Economic Capital Model
  • Stochastic Internal Model
  • Monte Carlo simulations
  • quantitative risk management
  • Microsoft Office Suite
  • R programming language

Nice-to-have

  • Python knowledge
  • SAS knowledge
  • Co-Op/Internship experience
  • collaboration
  • inclusion

Key Requirements

  • 4+ CAS exams or equivalent
  • Bachelor’s degree in quantitative field
  • ACAS/ACIA designation

Work Rights

Not specified

Tailored Resume

Cover Letter