- Generate capital market assumptions.
- Develop models to test and optimize investment strategy using a capital efficiency and asset-liability framework.
- Design investment manager benchmarks considering liability key rate durations and credit risk charge targets.
- Conduct quantitative analysis of investment manager performance, including attribution.
- Perform overall portfolio performance attribution.
- Generate overall portfolio risk reports.
- Conduct scenario analysis and stress testing.
- Act as the technical owner of the risk system.
- Conduct investment market and economic research.
- Analyze overlay trade sizing and risk (CDS and bond futures).
- Support the production and communication of quality and timely information to all levels of management and through ALCo.
- Collaborate with the ALM team on ALM strategy, implementation, and mis-match reporting.
- Provide technical investment guidance and advice to the broader TAL community as required.
- Strong financial modelling experience
- Experience with investment risk systems
- Advanced knowledge of investments, with a focus on rates and credit
- Knowledge of asset-liability management
- Knowledge of life insurance regulatory capital standards
- Ability to communicate and articulate complex concepts
- Strong time management and prioritization skills
- Strong initiative, especially in developing new processes and resolving complex issues
- Passion for markets
- Tertiary qualification in Actuarial studies, Mathematics, Finance, or related discipline
- Chartered Financial Analyst (CFA) qualification preferred
We extend this acknowledgment to the many Traditional Lands that we operate across and pay our respects to Elders past, present, and emerging.Everyone at TAL has a responsibility to do the right thing and is accountable for the way they conduct themselves. Our expectations are that you follow the principles set out in our Code of Conduct when you come to work every day. Risk management is everyone's responsibility.If you are already a TAL employee please apply via the SmartRecruiters button in Workday and navigate to the Employee Portal. This is important to ensure that your application is recorded accurately.