Catherine Chen
Director, Quantitative Analytics and Ai Strategy Enablement @Manulife
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WORK HISTORY
Director, Quantitative Analytics and Ai Strategy Enablement @Manulife
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
Sun Yat-Sen University
Economics
Queen's University
Master’s Degree
Massachusetts Institute of Technology
Artificial Intelligence
CFA Institute
CFA
SKILLS
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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