Job Description

Description

Investment / Asset Liability Mangement / Python / Anywhere in Canada / Working from home / French and English

At iA Investment Management, you can start your career surrounded by innovative, skilled professionals from all the various areas of investments. Managing over $100M takes more than one kind of expertise!

Are you detail-oriented and eager to learn? Join our dedicated team and give yourself the chance to find the perfect place for you!

Reporting to the Director, the Senior Analyst, Asset Liability Management (ALM) and Investment Strategies will be part of a team responsible for ensuring the general funds asset strategies and risks are properly managed. The Senior analyst will collaborate with the senior manager in the implementation of quantitative portfolio construction tools, stress testing, and scenario analyses that drive strategic and tactical decision-making for the Investment\xe2\x80\x99s balance sheet. The Senior analyst, ALM will contribute, both written and orally, in various team\xe2\x80\x99s meetings, fostering a collegiate and collaborative environment with teams such as Asset Allocation and Actuaries while he continues to develop his knowledges and skills.

Analyses

• Assist in depth reviews and analyses of model inputs, assumptions, methodologies used, and reported results to ensure reliable risk and performance reporting
• Collaborate to research on risk budgeting and portfolio construction

• Assist the analysis of ALM positioning and recommend, if needed, transactions to rebalance or optimize portfolios or strategies
• Develop methodologies to evaluate the performance of various asset and liability scenarios by employing quantitative and qualitative analysis

• Assist in the establishment of the mid-term and long-term investment strategy, and scenarios analysis
• Analyse investment universe with best of class valuation metrics for each asset classes
• Assist product development
• Participate to various projects and initiatives with a large diversity of internal and external partners
• Participate to working groups on multiple topics

• Write executive summary to inform and influence management
• May be asked from time to time to present results to various internal and external committees
• Work with vendors that provide department reports and services, developing successful working relationships.
• Revise expectations for portfolio managers so their mandate and clear and measurable

• Build strong, successful relationships with coworkers, senior management, and third-party vendors to create a positive collaborative working environment
• Commitment to timeliness, communicating progress status daily, and solving issues

• Bachelor\'s degree in Finance, Economics, Actuarial Science, Mathematics, Economics, Computer Science, or other quantitative disciplines.
• Master\xe2\x80\x99s Degree in a finance related field is preferred.
• Professional designation (FSA, FCIA, CFA, FRM, PRM) is valued

• 3+ Years of progressive experience in a similar position at a financial institution
• Experience working with asset liability management methodology and software
• Modeling fixed-Income products, alternative assets such as real estate, infrastructure and private equity
• Modelling life insurance company liabilities

• Willingness to reach out to department coworkers, other departments, and vendors for relationship building, efficient and timely resolve of issues
• Excellent problem-solving analytical skills, detail-oriented, independent thinking
• Working knowledge of P&L attributes/Greeks
• Understanding of financial institution practices, especially Canadian Life Insurance company
• A keen interest in financial institutions and markets is essential
• Experience working with a variety of technical and market tools such as Bloomberg and programming tools (python, R, Matlab)

Industrial Alliance Insurance