Chief Asset Optimization Strategist

2 days ago


Old Toronto, Canada Canada Life Full time

We are seeking an exceptional Chief Asset Optimization Strategist to lead our global asset optimization modeling efforts. Reporting directly to the Managing Director, Head of Global ALM & Structuring, you will be responsible for developing and implementing strategic asset allocation (SAA) and asset liability management (ALM) strategies that drive value across insurance business units.

About the Role:
  • Develop advanced quantitative models to optimize asset mix and inform decision-making processes in SAA and ALM.
  • Design and implement object-oriented infrastructure that seamlessly interfaces with time-series data.
  • Analyze business drivers and constraints for each insurance product line and incorporate these factors into models using a rigorous quantitative approach.
  • Collaborate with regional ALM teams, investment teams, finance, capital, and risk teams to enhance the company's asset allocation and asset liability management strategies.
  • Participate in tactical asset allocation (TAA) projects driven by changes in market conditions and deal opportunities.
  • Engage in additional ALM projects to efficiently manage capital market risks across accounting and capital regimes.
Requirements:
  • Advanced degree in Computer Science or a quantitative subject (MS, PhD); CFA certification is advantageous.
  • Proficiency in programming languages such as Python and MATLAB.
  • Knowledge of project management techniques.
  • Flexibility to adapt and thrive in a fast-paced, dynamic business environment.
Location:Toronto, ON, CA

The estimated salary for this position is $120,000 - $160,000 per annum, based on industry standards and location. If you are a motivated professional with expertise in asset optimization and a passion for leading cross-functional teams, we encourage you to apply.



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