Market Risk Analyst

Duties : Participate in the development and maintenance of risk neutral hybrid models used globally across MetLife in the economic valuation and modeling of liability and derivative risk (5%). Support market risk analysis on MetLife's assets and liabilities (10%). Enhance hybrid risk models and validation process for risk neutral scenarios and modeling derivative portfolio risk utilizing Python with Numerix applications (5%). Maintain and monitor risk neutral scenario generation process and derivatives risk calculation production process (10%). Monitor significant market movements and work with others to understand and communicate changes in the liability profile (10%). Partner with ALM, Investments, Middle Office, Front Office and IT to meet objectives and build strong working relationships (5%). Develop Replicating Portfolio Model for liability portfolios (30%). Support Numerix derivative counterparty exposure modeling and limit monitoring (5%). Design and implement working repository, optimize algorithm and matrix calculation (20%).

Requirements : Master's degree in Mathematics, Computer Science, Statistics, Finance or Actuarial Science or related field (will accept foreign education equivalent) and one (1) year of experience programming in Python and SQL. Alternatively, Bachelor's degree in Mathematics, Computer Science, Statistics, Finance or Actuarial Science or related field (will accept foreign education equivalent) and three (3) years of experience programming in Python and SQL. Position requires experience in the following : Performing pricing and risk analysis across various asset classes using in Numerix CrossAsset and Numerix Python API. Performing financial modeling for various derivative products such as rates, equity, foreign exchange (FX), inflation, and credit. Utilizing advanced analytics techniques, including derivatives analysis, to perform data analysis and leverage python visualization.

Work Arrangement : Hybrid - 3 days in office / 2 days remote

"At MetLife, we're leading the global transformation of an industry we've long defined. United in purpose, diverse in perspective, we're dedicated to making a difference in the lives of our customers."

The wage range for applicants for this position is $112,778.00 to $,146500.00 per year. 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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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.