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Senior Market Risk Analyst

Date Posted: Jul 31, 2018

Location: Whippany, NJ, US, 07981

Company: MetLife

Job Location: United States : New Jersey : Whippany  


Role Value Proposition: 

As a result of the growth of our risk function overseeing MetLife’s insurance business, which includes $420 billion of general account assets as of December 31, 2017, MetLife is seeking a Senior Market Risk Analyst.   This position will play a significant role enhancing our utilization of enterprise risk models at MetLife.  This position will also monitor, report on, and analyze market and portfolio risk metrics, simulations, stress tests and strategies, involving the entire MetLife portfolio of investments, liabilities and derivatives.


Key Responsibilities:

  • Analyze and monitor market and liquidity risk associated with investments, derivatives and insurance liabilities.
  • Analyze, monitor and enhance stochastic value at risk, potential future exposure and credit value adjustment calculations for derivatives.
  • Perform market risk calculations and reporting.
  • Develop tools, models and processes to support the analysis of enterprise market risks.
  • Maintain and validate modeling assumptions and calculations for different risk systems.
  • Partner with ALM, Investments, Middle Office, Front Office and IT to meet objectives and build strong working relationships.


Essential Business Experience and Technical Skills:


  • 3+ years quantitative experience in the financial industry.
  • Experience with stochastic modeling of market risk factors and financial instruments; experience with SQL queries.
  • Excellent project management, time management, interpersonal, oral, and written communication skills.
  • Bachelor’s Degree and excellent analytic skills.



  • Experience with Numerix, BlackRock Aladdin or Bloomberg.
  • Advanced degree, actuarial designation or CFA.
  • Experience with programming languages (VBA, R, C++ or Python).


Business Category

Global Risk Management - Market Risk and Derivatives


Number of Openings



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.



MetLife is a proud equal opportunity/affirmative action employer committed to attracting, retaining, and maximizing the performance of a diverse and inclusive workforce. It is MetLife's policy to ensure equal employment opportunity without discrimination or harassment based on 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.

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Requisition #: 100123 

Nearest Major Market: New Jersey