08 Sep
|
Manulife
|
Toronto
Quantitative Analyst Co-op, Derivative and Asset Modeling The Derivative and Asset Modeling team is responsible for developing quantitative models and applications for asset and derivative valuation, as well as risk analytics. The team’s mandate includes supporting the Global Asset and Liability Management, US, Canadian and Asia Portfolio Management and Trading, Derivatives Strategy (Front Office), and Global Investment Strategy. Support the development and enhancement of valuation curves, derivative and asset models, and pricing tools.
Assist in the ongoing monitoring, review, and performance assessment of models and curves. Support the maintenance of internally developed tools, the curve database, and the model inventory. Contribute to ad hoc initiatives and special projects across model development, validation, and implementation activities.
Support market data research, analysis, and validation efforts. students in master’s programs at minimum) Solid understanding in quantitative finance and contingent claim theory, and be familiar with the pricing of fixed income, interest rate and equity derivative investments. Robust knowledge and programming experience in Python, C/C++, MATLAB, VB/VBA, etc. Object-oriented programming experience is preferred.
Sophisticated knowledge and experience in stochastic modeling as well as other numerical techniques, particularly, optimization techniques.
Hands-on self-starter who can analyze a problem, research and develop a solution and follow through on the implementation. Demonstrated ability to conceptualize solutions to complex technical issues. 56,550.00 CAD - $72,150.00 CAD The actual salary will vary depending on local market conditions, geography and relevant job-related factors such as knowledge, skills, qualifications, experience, and education/training.
We use data and analytics technologies, such as artificial intelligence (AI), and automated processing tools, to analyze and process the information you provide to us or third parties in the application process. For more information, please refer to our personal information collection statement ( . Estamos comprometidos con la equidad en las contrataciones, la retención de talento, el ascenso y la remuneración, y administramos todas nuestras prácticas y programas sin discriminación por motivos de raza, ascendencia, lugar de origen, color, origen étnico, ciudadanía, religion o creencias religiosas, credo, sexo (incluyendo el embarazo y las afecciones relacionadas con este), orientación sexual, características genéticas, condición de veterano, identidad de género, expresión de género, edad, estado civil, estatus familiar, discapacidad, o cualquier otro aspecto protegido por la ley vigente.
📌 Winter Co-op 2027 - Quantitative Analyst (Toronto)
🏢 Manulife
📍 Toronto