The Market Risk Analyst will perform complex market risk analysis and reporting associated with derivatives, FX and risk modeling to support the evaluation, management, and monitoring of a variety of risks faced by MetLife while also supporting new and existing market risk management initiatives and other market risk management functions.
Monitor, report on, and analyze market and liquidity risk associated with derivatives and FX
Generate market risk calculations and reporting
Develop tools, models, and processes to support the analysis of enterprise market risks
Identify and analyze significant derivative risk exposures. Understand and communicate the effects of strategic plans and initiatives on local and enterprise risk levels
Support market risk-related management and regulatory requests
Support quarter end Legal Hedge Effectiveness and Economic Hedge Effectiveness testing results
Partner with ALM, Investments, Middle Office, Front Office, and IT to meet objectives and build strong working relationships
Support Market Risk projects as required
Essential Business Experience and Technical Skills:
Bachelor's degree in Mathematics, Computer Science, Statistics, Economics, Finance, or Actuarial Science
2 years+ experience in the financial services industry (derivatives and capital markets experience a plus)
Experience with various fixed income assets and derivative product categories (interest rates, equities, FX, and inflation)
Experience with Numerix, Bloomberg, or BlackRock a plus
Programming experience with VBA and SQL a plus
Advanced degree, MBA, FRM, or CFA a plus
Strong communication and multi-tasking skills
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.
With 152 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 offer life, accident and health insurance, retirement and savings products through agents, third-party distributors such as banks and brokers, and direct marketing channels. We work with families, corporations and governments to provide them with solutions that offer financial guarantees in their lives. Our name is recognized and trusted by tens of millions of customers worldwide, and we serve more than 90 of the top 100 FORTUNE 500® companies in the United States. We have the experience, global resources and vision to provide financial certainties for an uncertain world.