AddressJob Responsibilities:
- Model development & testing using Moody's Axis or Prophet and Risk Integrity across geographies including Canada, US, and Asia
- Develop, test and maintain models and utilities for implementations such as IFRS17, LICAT etc.
- Develop, test and maintain tools and utilities used for model inputs and extraction of model output
- Review and test IFRS 17 models which includes reserve movement checks/reconciliations, cashflow checks at both aggregate and policy level etc.
- Validate IFRS4 models and provide detailed summary report to stakeholders.
- Analyze, present results and effectively communicate with the stakeholders.
- Lead projects and execute tasks independently.
Experience Required:
- Experience in Life Insurance Domain (including knowledge of various Life Insurance products)
- Hands on experience on actuarial softwares like Moody's Axis, Risk Integrity, Prophet
- Working knowledge of IFRS 17, LICAT, Solvency II
- Logical thinking and programming mindset with knowledge of Python, R, SQL, VBA etc.
- Understanding of modelling framework and validation techniques
- Appreciation of end-to-end actuarial system architecture, products, and methodologies
