Senior Actuarial Analyst, Economic Capital
Core
Develop, maintain, and enhance the Economic Capital Internal Model through stochastic modelling, quantitative risk analysis, and advanced statistical techniques to assess capital requirements and enterprise-wide risk.
Role type
Senior Actuarial Analyst (Economic Capital)
Builds
Enterprise-wide risk management frameworks, capital allocation models, and risk aggregation methodologies
Domain
Insurance / Financial Risk Management / Actuarial Science
Deliverable
production ML models | dashboards & analysis
Required skills
Stochastic modelling, Monte Carlo simulation, statistical analysis, quantitative risk modelling, catastrophe model applications, model validation, programming (VBA, SAS, Python/R), data analysis
Preferred skills
Predictive analytics, exposure management, CAT loading development
Technologies
VBA, SAS, Python, R
Responsibilities
Provide technical support for the Internal Economic Capital Model including methodology and parameterization; Design and maintain stochastic simulation frameworks; Analyze complex actuarial and financial datasets; Support B-15 OSFI Climate Risk Management through physical risk modelling; Work on catastrophe model applications including hazard/peril adjustments; Support development of capital metrics for strategic decisions
Seniority
Senior, hands-on IC
