Actuarial Intern: Data, Analytics & Pricing

Echelon 56; Montreal (administrative region); On-site; CAD 38,000 - 48,000; Full time

Job summary

Echelon Insurance is seeking an Actuarial student to gain exposure to Pricing, Corporate or Business Intelligence/Analytics in Mississauga and Montreal offices.

As an enrolled student, you will support data extraction, reserve reviews and financial reporting, while contributing to IFRS 17 and rate analyses. Strong programming sense and bilingual communication are valued as you collaborate across teams.

Qualifications

• Enrolled in a post-secondary education with a focus on Actuarial Science, Mathematics, Statistics or related program.
• Familiarity with Excel, VBA, Python, SAS, SQL or other programming languages is an asset.
• Must be adaptable, proactive and autonomous.
• Advanced English is required in addition to French for regular communications with clients and teams.

Responsibilities

• Run data extraction applications and analyze results for corporate projects.
• Contribute to monthly reserve reviews and analyze claims diagnostics.
• Prepare liability estimations for senior management review.
• Assist in month-end financial reporting and capital management initiatives.
• Support IFRS 17 projects and other regulatory requirements.
• Develop data extraction tools and intelligent reports for decision-making across teams.
• Assist underwriting and other departments as needed.
• Conduct ad-hoc analyses to support business units.

Skills

Excel

VBA

Python

SQL

SAS

English/French

Education

Actuarial Science

Mathematics

Statistics

Tools

SAS

SQL

Job description

Echelon Insurance is seeking an Actuarial student to gain exposure to Pricing, Corporate or Business Intelligence/Analytics in Mississauga and Montreal offices.

As an enrolled student, you will support data extraction, reserve reviews and financial reporting, while contributing to IFRS 17 and rate analyses. Strong programming sense and bilingual communication are valued as you collaborate across teams.