Manager, Capital Modelling, Corporate Actuarial

Job Details

Work Location: Montréal, Quebec, Canada
Hours: 35
Line of Business: Data & Analytics
Pay Range: 140,000 $ to 165,000 $ (CAD) per year

Responsibilities

• Maintain, develop, and implement the internal model for calibrating economic capital requirements for TD Insurance General Insurance (TDI-GI) legal entities, ensuring regulatory compliance with OSFI's Guideline E-19: Own Risk and Solvency Assessment (ORSA).
• Support TD Reinsurance Barbados (TDRB) economic capital modelling.
• Maintain, develop, and implement the TDI-GI Financial Condition Testing (FCT) model—justifying the base scenario, identifying risks and management actions, calibrating adverse scenarios, etc.; ensure compliance with the Standards of Practice of the Canadian Institute of Actuaries and OSFI's Annual Memorandum to the Appointed Actuary.
• Execute the TDBG stress testing program: Enterprise Wide Stress Testing (EWST) and Macro Stress Testing ...