Our Story We are proud to announce that Canada Life will become our company brand under which our three companies service Great West Life, London Life, and Canada Life.
Together, Great-West Life, London Life and Canada Life have been in the business of keeping promises for over a century.
The new Canada Life brand combines the strengths of all three so we can better deliver on our purpose : To improve the financial, physical and mental well-
being of Canadians. Role Description Reporting to the AVP, the Senior Quantitative Analyst, Enterprise Risk Management, will provide support to the model development team with various software engineering tasks and quantitative risk management.
The model development team is part of the Risk & Compliance function and is involved in several collaborative projects focused on proactive risk management and automation of operational procedures.
The projects heavily rely on various innovative technologies and advanced analytics, such as : machine learning, statistical analysis, stochastic modeling, Robotic Process Automation, etc.
The role requires significant technical expertise. The main duties of the incumbent will be : This will involve end-to-end software engineering for model development using best practices : designing, developing and installing production-
level software solutions based on the prototype solutions. The incumbent is expected to spend a significant amount of time working with existing data systems and preparing input data.
This will involve extracting and cleaning data from the databases, defining meaningful data features to be used for predictive analytics, and streamlining data pre-
processing. The incumbent may be involved in automating manual processes using Robotic Process Automation (RPA) or Application Programming Interface (API) for streamlining and optimizing data extraction or for improving general operational efficiency.
Some of the solutions may require additional research and development to assess feasibility or to explore alternative approaches and benchmarks.
The incumbent may need to support the development and validation of quantitative risk models for credit, market, operational and insurance risks.
The main qualifications and competencies required for the job are : A degree (Master’s or Ph.D.) in a quantitative field such as Computer Science, Computational Finance, Statistics, Applied Math, Actuarial Science, or Engineering.
We are excited about this journey. To find out more about our story, click here. Discover your opportunity .