Catherine Chen

Catherine Chen Email and Phone Number

Director, Quantitative Analytics and AI Strategy Enablement @ Manulife
Toronto, ON, CA
Catherine Chen's Location
Toronto, Ontario, Canada, Canada
Catherine Chen's Contact Details
About Catherine Chen

-- Seasoned expert from Front-end sales and marketing, asset management, to back-end risk and consulting field-- CFA, MFin-- Experienced investment analysis at Financial model (DCF, LBO), industry analysis and due diligence-- 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: credit risk, market risk and interest rate risk-- Statistical, quantitative and financial background-- Advanced computer skills: Bloomberg, Microsoft Office, VBA, SQL,SAS, R, Matlab, C++-- In-depth understanding of Emerging country (especially Hong Kong and China)-- Data scientist: such as Random Forest, Neural Network, Clustering, Link Analysis, Association analysis, Delinquency Forecast, Price Sensitivity, Segmentation, Migration Analysis-- Statistical modelling: Computational finance, Logistic regression, Regression, Time Series, Decision Tree, Neural Network-- Knowledge for Risk Management, Economic Capital, Stress test, Investible asset class, hedge strategies, liquidity management, FTP, balance sheet management, BASEL accord, CCAR, OSFI

Catherine Chen's Current Company Details
Manulife

Manulife

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Director, Quantitative Analytics and AI Strategy Enablement
Toronto, ON, CA
Website:
manulife.com
Employees:
32968
Catherine Chen Work Experience Details
  • Manulife
    Director, Quantitative Analytics And Ai Strategy Enablement
    Manulife
    Toronto, On, Ca
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  • Bmo
    Senior Manager (Data Science) | Finance, Treasury And Risk
    Bmo
    Toronto, On, Ca
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  • Bmo Financial Group
    Manager, Economic Capital Methodology
    Bmo Financial Group Feb 2019 - Present
    Greater Toronto Area, Canada
    Fully responsible for Economic Capital methodology design, implementation and trusted advisor of various risk types, such as credit wholesale and retail, BASEL III reformed market risk and operational risk, equity risk, business risk, inter-risk, insurance risk, interest rate risk, concentration risk and climate risk by using Moody's RiskFrontier and developing in-house models. The Economic Capital serves ICAAP purposes.
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  • Td
    Senior Risk Analyst, Td Securities
    Td 2013 - Jan 2019
    Toronto
    Responsible for full cycle of CCAR / BASEL model for credit risk management / hedging strategy / pricing purpose, by building statistical model / non-parametric methods / MVM approval / implementation/capital reporting of PD (probability of default), LGD (loss given default) and EAD (exposure at default), calculate RWA(risk-weighted-asset), GA(general allowance), SA(special allowance), EL(expected loss) and ensure the bank have sufficient capital for tail risk. Participated in development of scorecard models, e.g. acquisitions and behavioral models for customers management and portfolio strategy. Lead innovation projects, such as Machine Learning, to explore non-traditional model applications to serve the Bank's collection practice. Took a lead to redevelop 31 retail stress test models for 2019 stress test cycle.
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  • Queen'S University Alternative Assets Fund
    Analyst
    Queen'S University Alternative Assets Fund 2013 - 2014
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  • Eagle Capital (Hongkong And China)
    Portfolio Manager
    Eagle Capital (Hongkong And China) 2009 - 2011

Catherine Chen Skills

Financial Modeling Financial Analysis Sas Microsoft Excel Banking Strategy Risk Management Portfolio Management Equities Bloomberg Quantitative Analytics

Catherine Chen Education Details

Frequently Asked Questions about Catherine Chen

What company does Catherine Chen work for?

Catherine Chen works for Manulife

What is Catherine Chen's role at the current company?

Catherine Chen's current role is Director, Quantitative Analytics and AI Strategy Enablement.

What is Catherine Chen's email address?

Catherine Chen's email address is catherine.chen@td.com

What schools did Catherine Chen attend?

Catherine Chen attended Queen's University, Cfa Institute, Sun Yat-Sen University, Sun Yat-Sen University.

What skills is Catherine Chen known for?

Catherine Chen has skills like Financial Modeling, Financial Analysis, Sas, Microsoft Excel, Banking, Strategy, Risk Management, Portfolio Management, Equities, Bloomberg, Quantitative Analytics.

Who are Catherine Chen's colleagues?

Catherine Chen's colleagues are Ha Duong Thi Thanh, Zachary Soon, Cynthia Morcos, Gaithiri Seerangan, Vincent Sin, Maui Marquises, Emelyn Montoro.

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