Senior Market RIsk Analyst
📋 Role Overview & Responsibilities
Requirements
Description and Requirements
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
Key Relationships
Reports to: VP Market Risk Strategy
Direct reports: 0
Key Stakeholder Departments: Global Risk Management, Asset Liability Management, Investments, and Finance
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
The wage range for applicants for this position is $103,100 to $137,400. This role is also eligible for annual short-term incentive compensation. MetLife offers a comprehensive benefits program, including healthcare benefits, life insurance, retirement benefits, parental leave, legal plan services, and paid time off. All incentives and benefits are subject to the applicable plan terms.
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This position is located in Whippany, NJ with potential relocation and sponsorship assistance depending on candidate qualifications.
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