BASIC FUNCTION:

This position supports the Company’s efforts to measure, monitor and manage investment risk. Provides research, development, testing and validation of complex quantitative analytical models used in managing risks across all investment portfolios. Maintains, operates and enhances systems used to provide regular portfolio risk analytics. Supports performance measurement, benchmark development and reporting, and fixed income analytics. With direction from superiors, performs ad hoc analysis and modeling to support strategic portfolio management decisions. Sets strategic direction over a 1-2 year time horizon.

Primary Duties & Responsibilities

· Lead the capital market assumption and economic scenario processes across enterprise initiatives.

o Lead the development of annual capital market assumptions for general account portfolios. Maintain and evolve the CMA framework; ensure fit-for-purpose across key stakeholders; create and publish an...