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Director - Market Risk Strategist

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Date Posted: Aug 5, 2022

Location(s): Whippany, NJ, US, 7981

Company: MetLife

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.


Role Value Proposition: 


The Director - Market Risk Strategist 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.


Key Responsibilities:


  • Lead or assist with development of certain ALM playbooks and associated strategies or other key strategic initiatives
  • Assist with maintenance of models used to manage the ongoing macro hedge program
  • 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


Candidate Qualifications:



  • Bachelor's degree in mathematics, statistics, actuarial science, finance, or similar field of study
  • 5+ Years related experience
  • Excellent analytical, mathematical, and organizational abilities
  • Excellent Excel modelling skills
  • Ability to understand and verbally explain financial or asset model results and the methods and assumptions being used



  • Actuarial designation (ASA or FSA)
  • Experience with programming languages (VBA, R, C++ or Python)
  • Strong understanding of derivative products and ALM practices


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.



We want to make it simple for all interested and qualified candidates to apply for employment opportunities with MetLife.  For further information about how to request a reasonable accommodation, please click on the Disability Accommodations link below.



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.



MetLife maintains a drug-free workplace.



Requisition #: 126151