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    AVP – Market Risk Strategy - Bridgewater, United States - MetLife

    MetLife
    MetLife Bridgewater, United States

    Found in: beBee S2 US - 4 weeks ago

    Default job background
    Full time
    Description
    Description and Requirements

    Duties :

    Play key role in the development of specific ALM strategies or playbooks and provide guidance to ALM working groups in updating playbooks and formulating ALM strategies.

    Evaluate hedging strategies and initiatives, including balancing tradeoffs across different accounting regimes covering economic, statutory, GAAP, and embedded value. Assist with risk evaluation of business plan.

    Oversee replicating portfolio (RP) development, including:

    running RP working group, ownership of RP models and process, evaluation of RP performance and investigation of issues, and oversight and guidance of senior market risk analysts in RP development.

    Lead project to develop new methodology for building RPs utilizing cashflow matching.

    Requirements :

    Bachelor's degree in mathematics, Statistics, Actuarial Science or Finance (willing to accept foreign education equivalent) plus seven (7) years of experience performing quantitative risk management or ALM.

    Specific skills/other requirements (quantitative experience requirement not applicable to this section) must possess the following: Building complex Excel models for pricing, valuation, stress testing, and actuarial liability; analyzing quantitative risk measurement, economic capital, or ALM; applying principles of statistics and predictive modeling concepts and techniques to develop new methodology; and coding using Python, R, C++, or VBA.

    Must hold Fellow of the Society of Actuaries Certificate. Hybrid - 3 days in office/2 days remote within commutable distance to NYC or Whippany, NJ.

    The wage range for applicants for this position is $ 192,500.00 to $ 257, This role is also eligible for annual short-term incentive compensation.

    MetLife offers a comprehensive benefits program, including healthcare benefits, life insurance, retirement benefits, parental leave, legal plan services and paid time off.

    All incentives and benefits are subject to the applicable plan terms.
    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 make a difference in the lives of our customers.
    #LI-DNI
    Equal Employment Opportunity/Disability/Veterans

    If you need an accommodation due to a disability, please email us at 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.
    #BI-Hybrid

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