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MetLife
NJ, United States
10 days ago
MetLife
New Jersey, United States
10 days ago

Description

Role Value Proposition:

The Senior Market Risk Analyst - Market Risk Strategy will support the Market Risk Strategy team within the Global Risk Management organization. The Market Risk Strategy team works with its partners in the ALM working groups and committees to develop comprehensive plans (playbooks) for market risk management in different economic environments. The team is also responsible for developing specific hedge or strategic proposals within the normal ALM process, including the ongoing management of the macro hedge strategy in place. The team is also responsible for maintaining and improving the replicating portfolio process.

Key Responsibilities:

  • Manage optimizer to update replicating portfolios (RP) on a quarterly basis and evaluate RP performance
  • Work as part of agile team expanding development and use of replicating portfolios
  • Assist with maintenance of models used to manage the ongoing macro hedge need requirement
  • Work with key stakeholders to develop priority metric impacts for specific strategic proposals as needed
  • Assist Market Risk team in working group operations and documentation
  • Provide ad hoc analysis and modeling support as needed


Essential Business Experience and Technical Skills:

Required:
  • 5+ years related experience
  • Bachelor's degree in mathematics, statistics, actuarial science, finance, or similar field of study
  • Experience with Python programming languages (R or C++ acceptable as well)
  • Excellent analytical, mathematical, and organizational abilities
  • Excellent Excel modelling skills
  • Strong understanding of derivative products and ALM practices


Preferred:
  • Actuarial designation (ASA)


#LI-AGSSF

MetLife:

MetLife, through its subsidiaries and affiliates, is one of the world's leading financial services companies, providing insurance, annuities, employee benefits and asset management to help its individual and institutional customers navigate their changing world. Founded in 1868, MetLife has operations in more than 40 countries and holds leading market positions in the United States, Japan, Latin America, Asia, Europe and the Middle East.

We are one of the largest institutional investors in the U.S. with $642.4 billion of total assets under management as of March 31, 2021. We are ranked #46 on the Fortune 500 list for 2021. In 2020, we were named to the Dow Jones Sustainability Index (DJSI) for the fifth year in a row. DJSI is a global index to track the leading sustainability-driven companies. We are proud to have been named to Fortune magazine's 2021 list of the "World's Most Admired Companies."

MetLife is committed to building a purpose-driven and inclusive culture that energizes our people. Our employees work every day to help build a more confident future for people around the world.

We want to make it simple for all interested and qualified candidates to apply for employment opportunities with MetLife. For further information about how to request a reasonable accommodation, please click on the Disability Accommodations link below.

MetLife is a proud Equal Employment Opportunity and Affirmative Action employer dedicated to attracting, retaining, and developing a diverse and inclusive workforce. All qualified applicants will receive consideration for employment at MetLife without regards to race, color, religion, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity or expression, age, disability, national origin, marital or domestic/civil partnership status, genetic information, citizenship status, uniformed service member or veteran status, or any other characteristic protected by law.

MetLife maintains a drug-free workplace.

Requisition #: 124439

Job Information

  • Job ID: 64964753
  • Location:
    New Jersey, United States
  • Position Title: Market Risk Actuarial Analyst
  • Company Name For Job: MetLife
  • Job Function: Risk Management/Loss Control/Investigations
Insurance
New York , New York , United States

With 153 years of experience, the MetLife companies are a leading innovator and a recognized leader in protection planning and retirement and savings solutions around the world. We have established a strong presence in more than 40 markets globally through organic growth, acquisitions, joint ventures and other partnerships. We are strengthening our global brand by extending core products and competencies to markets around the world – an important driver of growth for the enterprise. Around the world, the MetLife companies...

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