Job Description
Director, Quantitative Models Development
The Quantitative Models Development team provides quantitative modeling and analysis to support various business units within Manulife. The Director, Quantitative Models Development has accountability and responsibility for developing models and analytics that used in house.
Responsibilities:
Collaborate with downstream users to develop the required valuation models and risk analytic tools to support their business initiatives.
Maintain existing hedge accounting attribution tools and models, identifying opportunities for process improvements and developing solutions to enhance efficiency.
Implement enhancements and further automation of the existing analytical tools to streamline and improve the processes.
Monitor existing tool performance and troubleshoot issues to ensure accuracy and reliability of the hedge effectiveness and attribution results.