Description

Description and Requirements

Duties: 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 (5%). Support market risk analysis on MetLife's assets and liabilities (10%). Enhance hybrid risk models and validation process for risk neutral scenarios and modeling derivative portfolio risk utilizing Python with Numerix applications (5%). Maintain and monitor risk neutral scenario generation process and derivatives risk calculation production process (10%). Monitor significant market movements and work with others to understand and communicate changes in the liability profile (10%). Partner with ALM, Investments, Middle Office, Front Office and IT to meet objectives and build strong working relationships (5%). Develop Replicating Portfolio Model for liability portfolios (30%). Support Numerix derivative counterparty exposure modeling and limit monitoring (5%). Design and implement working repository, optimize algorithm and matrix calculation (20%).

Requirements : Master's degree in Mathematics, Computer Science, Statistics, Finance or Actuarial Science or related field (will accept foreign education equivalent) and one (1) year of experience programming in Python and SQL. Alternatively, Bachelor's degree in Mathematics, Computer Science, Statistics, Finance or Actuarial Science or related field (will accept foreign education equivalent) and three (3) years of experience programming in Python and SQL. Position requires experience in the following: Performing pricing and risk analysis across various asset classes using in Numerix CrossAsset and Numerix Python API. Performing financial modeling for various derivative products such as rates, equity, foreign exchange (FX), inflation, and credit. Utilizing advanced analytics techniques, including derivatives analysis, to perform data analysis and leverage python visualization.

Work Arrangement: Hybrid - 3 days in office/2 days remote

"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."

The wage range for applicants for this position is $112,778.00 to $,146500.00 per year. 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.

#LI-DNI

The expected salary range for this position is 112,778-146,500. This role may also be eligible for annual short-term incentive compensation. All incentives and benefits are subject to the applicable plan terms.

Benefits We Offer

Our U.S. benefits address holistic well-being with programs for physical and mental health, financial wellness, and support for families. We offer a comprehensive health plan that includes medical/prescription drug and vision, dental insurance, and no-cost short- and long-term disability. We also provide company-paid life insurance and legal services, a retirement pension funded entirely by MetLife and 401(k) with employer matching, group discounts on voluntary insurance products including auto and home, pet, critical illness, hospital indemnity, and accident insurance, as well as Employee Assistance Program (EAP) and digital mental health programs, parental leave, volunteer time off, tuition assistance and much more!

About MetLife

Recognized on Fortune magazine's list of the "World's Most Admired Companies", Fortune World's 25 Best Workplaces™, as well as the Fortune 100 Best Companies to Work For®, 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 individual and institutional customers. With operations in more than 40 markets, we hold leading positions in the United States, Latin America, Asia, Europe, and the Middle East.

Our purpose is simple - to help our colleagues, customers, communities, and the world at large create a more confident future. United by purpose and guided by our core values - Win Together, Do the Right Thing, Deliver Impact Over Activity, and Think Ahead - we're inspired to transform the next century in financial services. At MetLife, it's #AllTogetherPossible . Join us!

MetLife is an Equal Opportunity Employer. All employment decisions are made without regards to race, color, national origin, religion, creed, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity or expression, age, disability, marital or domestic/civil partnership status, genetic information, citizenship status (although applicants and employees must be legally authorized to work in the United States), uniformed service member or veteran status, or any other characteristic protected by applicable federal, state, or local law ("protected characteristics").

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.

112,778-146,500


Requisition #: 13299

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