Manager, Capital Modelling, Corporate Actuarial
Core
Manage economic capital, financial condition testing, and stress testing models for TD Insurance's General Insurance legal entities to ensure regulatory compliance and determine internal capital targets.
Role type
Manager, Corporate Actuarial (Capital Modelling)
Builds
Economic Capital (ECAP) models, Financial Condition Testing (FCT) models, and stress testing frameworks for regulatory reporting.
Domain
Insurance (General Insurance) / Actuarial Science / Regulatory Compliance (OSFI)
Deliverable
production ML models | dashboards & analysis
Required skills
Economic capital modelling, Financial condition testing, Stress testing, Regulatory compliance (OSFI guidelines), People management, Team leadership, Actuarial standards knowledge, Data analysis, Risk management, Process optimization, Technical programming (R/SAS/Python/Excel VBA)
Preferred skills
Property & Casualty reserving experience, Capital modelling experience, French language proficiency
Technologies
R, SAS, Python, MS Excel (VBA)
Responsibilities
Maintain and develop internal economic capital models for General Insurance legal entities; Ensure regulatory compliance with OSFI's ORSA guidelines; Support execution of enterprise-wide and macro stress testing programs; Provide recommendations on internal target capital ratios; Lead a team of four actuarial analysts and manage performance reviews; Prepare and validate FCT reports and external peer review submissions.
Seniority
Manager, hands-on IC with people management