Job Information
MetLife Senior Market Risk Analyst in Whippany, New Jersey
Role Value Proposition:
This Market Risk position will be instrumental in advancing the Market Risk plan for understanding and managing market risk in 1 or more segments of MetLife businesses, including the application of replicating portfolios, setting standards for market risk data and analytics, further integrating US GAAP, regulatory, EC, VaR, and liquidity perspectives into market risk analysis and ALM strategy, and ongoing review of metrics and standards for portfolio ALM/investment guidelines. The position will also provide primary support for one or more ALM Working groups. This position will need to work closely with other key stakeholders in the Market Risk team, and those involved in market risk management globally.
Key Responsibilities:
Perform analysis of market risk and investment strategy in support of ALM Working Groups and Committees
Provide primary support to, or act as, the Market Risk Officer for one or more line of business/region
Assist or lead update and development of interest rate hedging strategies in support of ALM strategic playbooks
Review and communicate financial results and disclosures in regulatory filings
Maintain risk appetite statements and lead calibrations of risk limits and regional cascade
Provide other ad hoc market risk support as needed
Develop and maintain yield curve construction for global MetLife businesses
Essential Business Experience and Technical Skills:
Incumbent should have a strong understanding of ALM, financial markets, risk management techniques, and general business skills, as well as the ability to manage several diverse projects simultaneously.
Bachelor’s degree in math, statistics, engineering or related technical field or advanced degree in any of these fields required.
3+ years of market risk, ALM, derivatives, investment, pricing, reinsurance or related experience
Strong analytic, programming and database skills
Strong project management, verbal and written communication skills
Driven to seize the opportunity to learn and to enable solutions. Ability to multi-task
Leadership Competencies:
Thinks Strategically - Sets direction aligned to the company’s strategy, applying external and global perspective to meet local and global needs.
Creates Partnerships - Authentically builds trusted relationships and collaborates across global, diverse and multi-functional teams to successfully drive business objectives.
Models our Values - Creates a culture that promotes the company’s values and standards through role modeling, accountability and ownership of decisions.
Focuses on Customers - Promotes customer centricity and ensures focus on creating great customer experiences to achieve competitive advantage.
Drives Results - Sets aggressive goals and is accountable for continuously driving improved performance, leading change and ensuring high standards.
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.
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