Actuarial Analyst III - Capital
Core
Maintain, develop, and implement economic capital (ECAP), Financial Condition Testing (FCT), and stress testing models for TD Insurance General Insurance legal entities to ensure regulatory compliance and determine internal target capital ratios.
Role type
Actuarial Analyst III (Capital Modelling)
Builds
Economic capital models, FCT models, stress testing scenarios, and regulatory reporting decks.
Domain
Insurance (General Insurance) / Financial Risk Management / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Economic capital modelling, Financial Condition Testing (FCT), stress testing, regulatory compliance (OSFI), MS Excel (VBA), programming (R/Python), capital modelling, IFRS17
Preferred skills
Property & Casualty actuarial experience, CAS Associateship or FCIA Fellowship
Technologies
R, Python, MS Excel (VBA)
Responsibilities
Calibrate economic capital requirements for TDI-GI legal entities; maintain FCT models with adverse scenario calibration; support Enterprise-Wide and Macro stress testing programs; prepare and validate FCT and ORSA reports; challenge model results with senior executives and external peer reviewers.
Seniority
Mid-level Analyst (5 years experience preferred, flexible for junior/senior)