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Ubicaciones

  • Ubicaciones de publicación: Whippany, New Jersey

  • Ubicaciones de publicación: New York, New York

País
Estados Unidos
Acuerdo de trabajo
Tiempo completo
Esquema de Trabajo
Híbrido
Se requiere viaje
10%
Asistencia de reubicación disponible
No
Fecha de publicación
19-Jun-2024
ID del trabajo
3247

Descripción y requisitos

 

The Role

As part of the Market Risk Strategy team within the Global Risk Management organization, the Senior Market Risk Analyst will be responsible for development and advancement of replicating portfolios (RP) supporting MetLife’s asset liability management (ALM) and Investment performance attribution processes. 

Replicating portfolios are used globally by ALM, Actuarial, and Investment management to understand the active risk position in the liability portfolios and to ensure compliance with guidelines and limits. The Senior Market Risk Analyst will work with ALM departments globally and BlackRock to ensure RPs are calibrated and performing as expected. Additionally, the Senior Market Risk Analyst will join a team working on a next generation methodology for RP development using AI methods. 

Additionally, this role will support the VP of Market Risk Strategy in analyzing different potential strategies for Playbook development or ad-hoc as needed. 

 

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 in risk analysis for various strategic initiatives

·         Assist Market Risk team in working group operations and documentation

·         Provide ad hoc analysis and modeling support as needed


Candidate Qualifications:

Required:

  • 3-5 years related experience
  • Bachelor's degree in mathematics, statistics, actuarial science, finance, or similar field of study
  • Actuarial designation (ASA or FSA)
  • Excellent Excel modelling skills
  • Experience with coding (e.g. R, Python, or C++)
  • Strong understanding of statistics, optimization, and AI methods
  • Excellent analytical, mathematical, and organizational abilities

 

Preferred:

  • Intermediate understanding of insurance ALM practices
  • Intermediate understanding of derivative products, insurance products, and investment assets
  • Educational background in optimization and/or predictive modeling

 

 

Benefits We Offer

Our U.S. benefits address holistic well-being with programs for physical and mental health, financial wellness, and support for families. We offer a comprehensive health plan that includes medical/prescription drug and vision, dental insurance, and no-cost short- and long-term disability. We also provide company-paid life insurance and legal services, a retirement pension funded entirely by MetLife and 401(k) with employer matching, group discounts on voluntary insurance products including auto and home, pet, critical illness, hospital indemnity, and accident insurance, as well as Employee Assistance Program (EAP) and digital mental health programs, parental leave, volunteer time off, tuition assistance and much more!
Acerca de MetLife

Reconocida en la lista de la revista Fortune de las "Empresas más admiradas del mundo" de 2023, MetLife, a través de sus subsidiarias y afiliadas, es una de las empresas de servicios financieros líderes en el mundo; proporcionando seguros, anualidades, beneficios para empleados y gestión de activos a clientes individuales e institucionales. Con operaciones en más de 40 mercados, ocupamos posiciones de liderazgo en Estados Unidos, América Latina, Asia, Europa y Medio Oriente.

Nuestro propósito es simple: ayudar a nuestros colegas, clientes, comunidades y al mundo en general a crear un futuro más seguro. Unidos por un propósito y guiados por la empatía, estamos inspirados para transformar el próximo siglo en servicios financieros. En MetLife, es #AllTogetherPossible. ¡Únete a nosotros!
Equal Employment Opportunity/Disability/Veterans

If you need an accommodation due to a disability, please email us at accommodations@metlife.com. This information will be held in confidence and used only to determine an appropriate accommodation for the application process.

MetLife maintains a drug-free workplace.