Senior Quantitative Risk Modeler

Manulife; Toronto; Hybrid; CAD 74,000 - 123,000; Full time

Benefits offered by this job

Incentive programs

Comprehensive benefits package

Pension and retirement plans

Job summary

Manulife’s Quantitative Analytics team in Toronto is seeking a Senior Quantitative Analyst to develop and implement quantitative models supporting business growth. You will generate economic scenarios, calibrate model inputs, and document processes for model risk management.

The role emphasizes collaboration with stakeholders, continuous improvement, and staying current with academic developments. The position is hybrid in Toronto, reporting to the AVP, Quantitative Analytics, and offers a

Qualifications

• Master or PhD in Quantitative/Mathematical Finance, Mathematics, Statistics, or related field.

Responsibilities

• Develop sophisticated models to generate economic scenarios for multiple asset classes.
• Innovate calibration methodologies and tools for model inputs.
• Maintain transparency and facilitate model risk management and audits by documenting models and processes.
• Champion continuous improvement initiatives within the risk modeling function.
• Collaborate on ad-hoc projects, providing quantitative expertise to business partners and senior management.
• Engage with academic literature and attend workshops to stay at the cutting edge.

Skills

Python

Excel

VBA

SQL

Stochastic modelling

Financial instruments

Risk management

Communication

Documentation

Education

Master or Ph.D. in Quantitative/Mathematical Finance, Mathematics, Statistics, or related field

Tools

Excel

Python

Job description

Manulife’s Quantitative Analytics team in Toronto is seeking a Senior Quantitative Analyst to develop and implement quantitative models supporting business growth. You will generate economic scenarios, calibrate model inputs, and document processes for model risk management.

The role emphasizes collaboration with stakeholders, continuous improvement, and staying current with academic developments. The position is hybrid in Toronto, reporting to the AVP, Quantitative Analytics, and offers a