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.
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:
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
Actuarial designation (ASA)
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.
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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.