Market Risk Analyst

Market Risk Analyst

Employer : MetLife Group, Inc.

Location : One MetLife Way, Whippany, NJ 07981

Work Arrangement : May telecommute - 3 days in office / 2 days remote

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
• Support market risk analysis on MetLife's assets and liabilities
• Enhance hybrid risk models and validation process for risk neutral scenarios and modeling derivative portfolio risk utilizing Python with Numerix applications
• Maintain and monitor risk neutral scenario generation process and derivatives risk calculation production process
• Monitor significant market movements and work with others to understand and communicate changes in the liability profile
• Partner with ALM, Investments, Middle Office, Front Office and IT to meet objectives and build strong working relationships
• Develop Replicating Portfolio Model for liability portfolios
• Support Numerix derivative counterparty exposure modeling and limit monitoring
• Design and implement working repository, optimize algorithm and matrix calculation

Requirements :

Assignment Category : Full Time

Salary : $112,778.00 to $146,500.00 per Year

Benefits : https : / / www.metlife.com / content / dam / metlifecom / us / sustainability / pdf / data / policies-codes / US-Employee-Policies-and-Benefits.pdf

To Apply : https : / / www.metlifecareers.com

Job ID : 13299