Opportunity

This role leads the ALM team for activities related to Asset Liability Management (ALM) including asset modelling, discount rate production, and earnings by source analysis. The Associate Director will manage a team of 2–3 actuarial analysts/associates and report to the Director of ALM. The role also assists with ad‑hoc analysis and other ALM financial reporting inquiries.

What will you do?

• Lead and oversee the preparation, analysis and reporting of ALM related section under the EBS analysis, including extracting model runs details to validate reported results.
• Review and support monthly discount rate (DR) production and ALM trade quantification in Moody’s AXIS, including asset data validation and asset model enhancements.
• Review and monitor key actuarial assumptions, including corporate bond defaults, inflation, ultimate risk‑free rate, investment expense, and liquidity premium.
• Collaborate with the Inve...