John Li Email and Phone Number
I am an Economist turned Actuary and AI enthusiast. Currently I lead a team of 10 actuaries/data scientists accountable for OSFI FCT, SST, Solvency II Economic Capital modeling and capital use/management to inform the business on better decision making balancing risk and return. Outside of work, I am deeply awed by the vast beauty and simplicity, complexity and chaos that co-exist in this world. I use Causality, Complexity Science, Bayesian statistics and Machine Learning to help me understand how everything works. However, I believe direct experience rather than knowledge (by way of conceptualization) of the real world is the best way to understand it, live it!
Aviva Canada
View- Website:
- avivacanada.com
- Employees:
- 3529
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AvpAviva Canada Dec 2017 - PresentGreater Toronto Area, CanadaAccountable for end-to-end OSFI FCT, group SST (Stressed Scenario Testing), Economic Capital Modeling and the use of capital metrics to inform risk-aware decision making such as in ORSA, Risk appetite, Pricing P/S ratio, Reinsurance, Investment/ALM and exposure/underwriting management.
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Senior ManagerAviva Canada Feb 2016 - Nov 2017Greater Toronto Area, CanadaLed Solvency II Economic Capital Model Development team to test, recommend, review/validate and present results of Insurance risks, Market/Credit risks, Emerging risks and Risk Aggregation methodology and calibration, in collaboration with Aviva Group. Responsible for risk calibration documentation, model governance, data quality assessment and Weakness & Limitation remediation.
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Solvency Ii Specialist/ManagerAviva Canada Oct 2011 - Jan 2016Greater Toronto Area, CanadaPlayed an important role in the success of Solvency II Internal Model Application Process (IMAP) by delivering multiple key components including Market risk, Credit risk, Underwriting risk, Risk aggregation calibration and validation; contributed to and influenced Aviva wide Internal Model design and development; managed and motivated team members to deliver high-quality results on tight deadlines.
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Actuarial AssociateRbc Insurance Jan 2009 - Sep 2011Greater Toronto Area, CanadaResponsible for end-to-end production of two high-impact actuarial valuation reports and corresponding model development - CALM (Canadian Asset and Liability Method) and Embedded Value; made significant contribution to the enhancement of Economic Scenario Generator (ESG), Asset and Liability portfolio optimization and Economic Capital of Disability insurance product. -
Actuarial AnalystRbc Insurance Mar 2007 - Dec 2008Greater Toronto Area, CanadaEnhanced Economic Capital model for Fixed Annuity and Disability Insurnace products; assisted in OSFI and RBC wide stress scenario analysis; performed routine and ad-hoc audits of policy administration systems and GGY Axis actuarial valuation system.
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Audit AssistantUniversity Of Victoria Jan 2006 - Feb 2007Victoria, British Columbia, CanadaAssisted in routine and forensic financial audits and operational risk management; supported Research & Development, as well as the use of statistical auditing models.
John Li Education Details
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Master Of Financial Engineering -
Economics
Frequently Asked Questions about John Li
What company does John Li work for?
John Li works for Aviva Canada
What is John Li's role at the current company?
John Li's current role is Capital/Risk Actuary | AI Enthusiast.
What schools did John Li attend?
John Li attended Worldquant University, Udacity, Udacity, Udacity, Udacity, University Of Victoria, Dongbei University Of Finance And Economics.
Who are John Li's colleagues?
John Li's colleagues are Guillaume Ouimet, David Marshall, Mohamed Gassim, Cpa, Gilles Mccann Mccann, Celine Marcoux, Yinshu Chen, Acas, Nico Bratu.
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