Build stochastic financial models as a Senior Quantitative Analyst with Manulife in Toronto, using Python, Excel, VBA, and SQL in a hybrid arrangement.
Reporting to the AVP, Quantitative Analytics, you will develop and implement quantitative models supporting business growth. Your work will support liability valuation, risk measurement, insurance product pricing, and decision making. The team serves Group Risk, Group Finance, and Business Units.
Key Responsibilities:
- Develop economic scenarios across multiple asset classes
- Innovate calibration methodologies and input tools
- Document risk models and processes for audits
- Improve efficiency within the risk modeling function
- Provide quantitative expertise on ad hoc projects
Requirements:
- Master's or Ph.D. in quantitative finance, mathematics, statistics, or related field
- Experience with stochastic modelling and financial instruments
- Knowledge of financial risk management principles
- Experience using Python, Excel, VBA, and SQL
- Robust analytical, communication, and documentation skills
Apply quantitative modelling, calibration, and risk expertise to advance Manulife's financial analytics capabilities from Toronto.