Catherine Chen

Director, Quantitative Analytics and Ai Strategy Enablement @Manulife

Toronto, ON, CA
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Mar 2026 — Present

Director, Quantitative Analytics and Ai Strategy Enablement @Manulife

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Risk leader specializing in risk budgeting, ALM, capital & liquidity modeling, valuation, derivatives hedging, and portfolio analytics, by combining deep quantitative and financial engineering expertise with modern AI/ML techniques to build smarter, faster and more scalable risk solutions. Passionate about transforming complex balance-sheet, interest rate risk, market risk and FX risk challenges into data-driven insights that have faster ROE decision making, enhance risk budgeting, strategic asset allocation, and operational efficiency.

EDUCATION

N/A

Sun Yat-Sen University

Economics

2013 — 2015

Queen's University

Master’s Degree

2025 — 2026

Massachusetts Institute of Technology

Artificial Intelligence

2010 — 2014

CFA Institute

CFA

SKILLS

Financial ModelingQuantitative AnalyticsBankingRisk ManagementPortfolio ManagementBloombergSasFinancial AnalysisStrategyEquitiesMicrosoft Excel

ABOUT CATHERINE CHEN

Seasoned expert from Front-end sales and marketing, asset management, to back-end risk and consulting field- CFA, MFin, AI (MIT program)- Enthusiastic practitioner on AI/ML application - Developed 1st generation machine learning model of MBS/securitization to price, risk transfer, hedge for bank\'s AFS/HTM on balance sheet- Experienced investment analysis at Financial model (DCF, LBO), industry analysis and due diligence- Data scientist: such as Random Forest, Deep Learning, Neural Network, Reinforcement, Clustering, Link Analysis, Association analysis, Delinquency Forecast, Price Sensitivity, Segmentation, Migration Analysis, Time series, Simulation- Proficiency at statistical / quantitative application in finance: AIRB (PD, LGD and EAD) model, Acquisition and Behavioral model, Asset Mix and Optimization, Monte Carlo Simulation, Multi-factor Model for Alpha generation, Pricing Model, Optionality Model, Trading Cost Model, Trading Strategy and Backtesting (eg Algorithm trading, Neutral strategy, Pair trading, Statistical arbitrage, Systematic trading, Event-driven, Index re-balance)- Comprehensive exposure to risk management, such as credit risk, market risk, operational risk, climate risk, interest rate risk, concentration risk- Statistical, quantitative and financial background- Advanced computer skills: Python, Azure OpenAI, Gemini, AWS, Bloomberg, Microsoft Office, VBA, SQL,SAS, R, Matlab- In-depth understanding of Emerging country (especially Hong Kong and China)- Knowledge for Risk Management, Economic Capital, Stress test, Investible asset class, hedge strategies, liquidity and funding management, FTP, balance sheet management, BASEL accord, CCAR, OSFI

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