Aon Corporation is looking for an Associate Director, Asset Modelling to join its PathWise Solutions Group (PSG). In this role, you will directly report to the Director, Consulting and help empower client results by delivering innovative solutions.
What You'll Do
- Research and develop new asset pricing, valuation, and risk models for financial projections.
- Maintain existing asset model libraries and provide technical expertise to internal and external model users.
- Stay up to date on regulatory and economic changes impacting modeling, investment strategies, and Asset-Liability Management (ALM).
- Support the development of robust processes for ALM, hedging, strategic asset allocation, economic scenario generation, and financial reporting.
- Leverage the asset and ALM framework to evaluate and optimize the financial impact of strategic asset allocation and hedging strategies.
- Participate in the expansion of PathWise functionality as required or requested by clients.
- Support the development of models and processes for companies moving into PathWise.
- Provide hands-on training and develop standalone training reference materials for PathWise users.
- Identify shortfalls in company processes and propose improvements.
- Troubleshoot issues during PathWise migrations to ensure a strong initial user experience.
- Participate in demonstrations to potential clients.
- Develop models specific to client requirements.
- Participate in industry, academic, and internal research projects.
- Develop and deliver presentations on emerging issues in the insurance and financial services industries.
- Attend industry and client conferences.
What We're Looking For
- 5+ years of experience in asset modeling, investment, life insurance, or pension industry in a quantitative actuarial role within ALM, Investment, or Modeling.
- Experience modeling general account assets including fixed income securities, equities, private debt, structured assets (e.g., CLO), derivatives, and their basic accounting.
- In-depth knowledge of participating and index-linked insurance products, including their valuation and capital requirements.
- Familiarity with Monte Carlo simulations.
- Experience with investment data and analytics platforms like Bloomberg, Intex, FactSet, and Moody’s.
- Experience developing complex financial models in an object-oriented programming language.
- Strong communication skills for frequent team and client interactions.
Nice to Have
- Python programming experience.
- Membership with the Canadian Institute of Actuaries, Society of Actuaries, or Chartered Financial Analyst designation.
Technical Stack
- Python
Team & Environment
You will be part of the PathWise Solutions Group (PSG) business group within the Aon Strategy and Technology Group, reporting directly to the Director, Consulting.
Benefits & Compensation
- Comprehensive benefits package.
- Agile environment to manage wellbeing and work/life balance.
- Two “Global Wellbeing Days” each year.
- Variety of working style solutions.
- Continuous learning culture.
- Inclusive and innovative workplace.
Work Mode
This role follows a local-country work mode based in Canada.
Aon is proud to be an equal opportunity workplace. We are committed to providing equal employment opportunities and fostering an inclusive workplace.
