Associate Director, Asset-Liability Specialist, Investment Risk

Build the futur with us As a member of the Investment Risk team, you will develop and maintain advanced models that quantify asset‑liability risks for iA’s General Fund and Pension Fund. You will serve as the team’s subject matter expert in actuarial and liability modeling practices, providing guidance and technical leadership in these areas. In addition, you will deliver actionable insights that strengthen portfolio management and ensure sound risk oversight. Working closely with front‑office teams on strategic initiatives, your analysis will directly shape portfolio decisions and drive sustainable growth. This role offers a unique opportunity to combine technical expertise, innovation and strategic influence, making a meaningful impact on risk management and long‑term portfolio performance.

What you’ll accomplish

Maintain and develop asset‑liability risk models to support asset‑liability management, portfolio management and various actuarial needs

Maintain and develop accounting models for evaluating liabilities under IFRS17 in the context of investment risk management

Monitor, analyze and explain the evolution of relevant risk metrics (Monte Carlo VaR, sensitivities, …)

Be a subject matter expert on actuarial and modeling practices in the context of investment risk management

Generate actionable risk insights for our partners

Contribute to a variety of complex strategic projects, mandates, and activities

Actively engage with various internal teams

Stay up to date on best practices in investment risk for continuous improvement purposes

Provide mentoring to more junior team members

Who You Are What we are looking for

University degree in actuarial science, quantitative finance or other related quantitative discipline; graduate degree preferred

Five plus years experience in the investment risk field at an insurance company, pension fund, asset manager, or bank

Strong technical expertise in developing and analyzing complex models, such as Monte Carlo VaR and stochastic econometric models

Strong understanding of investment risk, with a particular focus on the unique considerations within a life insurance company

Strong knowledge of financial products including derivatives

Programming (Python, SQL and Excel/VBA), data management, and general technology/system skills

Experience with investment and risk systems (Algo Risk would be considered an asset)

Personal Attributes

Highly organized and structured, with a strong sense of reliability and accountability in delivering accurate, insightful and timely results

Strong analytical and problem‑solving skills, with a track record of turning insights into actionable strategies

Proactive and forward‑thinking, consistently identifying opportunities and driving continuous improvement

Strong interpersonal skills with the ability to work effectively both independently and as part of a team

Communicates clearly and concisely, simplifying complex concepts for diverse audiences

#J-18808-Ljbffr