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Market Risk Analyst

Date Posted: Jan 8, 2022

Location: Whippany, NJ, US, 7981

Company: MetLife

Role Value Proposition:


This position will 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. As part of the Market Risk team, this position will also support market risk analysis on MetLife’s assets and liabilities. Key partners will include Investments, Actuarial, Regional teams, and IT.


Key Responsibilities:


  • 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
  • Support Market Risk projects as required


Essential Business Experience and Technical Skills:



  • Bachelor's degree in Mathematics, Computer Science, Statistics, Finance or Actuarial Science
  • 1 year+ experience with programming language Python and SQL
  • Financial modeling experience for various derivative products such as rates, equity, FX, inflation, credit



  • Experience with Numerix, Bloomberg, or BlackRock a plus
  • Advanced degree, FRM or CFA a plus


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 #: 122157