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Localização

  • Locais de publicação: Whippany, New Jersey

  • Locais de publicação: New York, New York

País
Estados Unidos
Arranjo de trabalho
Tempo integral
Modelo de Trabalho
Híbrido
Viagem Necessária
10%
Assistência de realocação disponível
Não
Data de publicação
19-Jun-2024
ID da vaga
3247

Descrição e 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!
Sobre a MetLife

Reconhecida na lista da revista Fortune das "Empresas Mais Admiradas do Mundo" de 2023, bem como na lista das 100 Melhores Empresas para Trabalhar da Fortune ® de 2023, a MetLife, através de suas subsidiárias e afiliadas, é uma das principais empresas de serviços financeiros do mundo; fornecendo seguros, anuidades, benefícios a funcionários e gestão de ativos para clientes individuais e institucionais. Com operações em mais de 40 mercados, ocupamos posições de liderança nos Estados Unidos, América Latina, Ásia, Europa e Oriente Médio.

Nosso objetivo é simples: ajudar nossos colegas, clientes, comunidades e o mundo em geral a criar um futuro mais confiante. Unidos por um propósito e guiados pela empatia, somos inspirados a transformar o próximo século nos serviços financeiros. Na MetLife, é #AllTogetherPossible. Junte-se a nós!
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.