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 classesInnovate calibration methodologies and input toolsDocument risk models and processes for auditsImprove efficiency within the risk modeling functionProvide quantitative expertise on ad hoc projectsRequirements:Master's or Ph.D. in quantitative finance, mathematics, statistics, or related fieldExperience with stochastic modelling and financial instrumentsKnowledge of financial risk management principlesExperience using Python, Excel, VBA, and SQLStrong analytical, communication, and documentation skillsApply quantitative modelling, calibration, and risk expertise to advance Manulife's financial analytics capabilities from Toronto.#J-18808-Ljbffr