Job Description

Primary responsibilities

Portfolio Oversight & Stress Testing

  • Provide oversight of the Manulife Bonds, Commercial Mortgages and Alternative Investments portfolio through stress testing exercise using various tools such as RiskFrontier, Portfolio Studio, etc. 
  • Perform what-if analysis, multi-factor stress tests and reverse stress tests to identify credit rating migration, credit/expected losses, earnings/reserve impacts and capital requirements under various stress macroeconomic conditions.
  • Prepare detailed spreadsheets, tables and reports to summarize stress test findings
  • Draft power-point slides and present the stress-test results and findings to Senior Management, including Credit Committee.
  • Perform ad-hoc analysis related to the Stress Tests upon request from Investment Teams, Portfolio Managers and Senior Executives.
  • Provide overall guidance and support in the maintenance (including quarterly data loading) of var...

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