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Role Value Proposition:

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. We’re united by our purpose to help our customers and each other create a confident future; we’re guided by empathy; and we’re inspired by each other to make a difference in the lives of our coworkers, customers, communities, and the world at large. At MetLife, it’s [1] #AllTogetherPossible. Join us!

The Risk & Analytics group within Derivatives Middle Office provides scenario analysis, associated risk reporting, initial margin calculations and independent pricing for all MetLife derivatives. The team owns the primary risk and scenario analytics platform for derivatives.

As we grow in the business, new products and analytics requirements continue to evolve. This is a senior role in the team that requires a strong quantitative and technical skill set, as well as expert knowledge of the derivatives modeling platform. This position deals directly with Front Office Trading, Finance, Enterprise Risk Management, Corporate Treasury, Portfolio Management Unit, IT and other Middle Office operations.

The individual will be responsible for the implementation, development and support of new products and enterprise level stress testing for partners within finance, risk management, portfolio management and trading, and serve as subject matter expert in risk analytics domain and systems. He or she is expected to have an expert level of knowledge on derivatives/Numerix and participate in projects relating to evolving deliverables and global regulatory initiatives which are critical for the company.

Key Responsibilities:

* This role serves as a lead in projects that require subject matter expertise related to risk and analytics and the derivatives ecosystem.

* Test derivatives pricing models for interest rate and currency products in various risk and analytics projects.

* Development and support of enterprise level stress testing for partners within finance, risk management, portfolio management and trading. Serve as subject matter expert in risk analytics domain and systems.

* Maintain an expert level of knowledge and participate in projects relating to evolving deliverables and global regulatory initiatives which impact the company. Contribute to expanding capabilities to support growing business needs and associated with new derivatives products.

* Development and on-going support for structured derivatives that are not supported by the system of record.

* Contribute to day-to-day operations, investigate and resolve daily pricing and reporting issues.

* Collaborate with cross functional teams which include representatives from ALM, Finance, Front Office, Middle Office, IT, Treasury and Risk Management.

Essential Business Experience and Technical Skills:

Required:

* In-depth knowledge of derivative investment products, financial markets and risk principles. Working experience in fx, fixed income or derivatives area.

* Strong analytical and quantitative skill set.

* A proven ability to think independently and critically analyze detailed and complex information.

* Ability to understand technology initiatives and solutions. Python programming knowledge or any other functional programing skills are necessary.

Preferred:

* Familiarity with Numerix, Murex, or Blackrock Aladdin is preferred.

* BA/BS in Finance, Computer Science and/or Mathematics, MBA or MS is also preferred.

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.

References

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