Actuarial Consultant I MetLife Group, Inc. seeks Actuarial Consultant I, Global Market Risk in Whippany, NJ.

Role Value Proposition:

Partner with IT, Derivative Trading Desk and Investment Middle Office to build a production process, including market data feed, model calibration, Martingale validation, pricing validation, and scenario generation, to support Global Asset Liability Management (ALM) sensitivity runs. Develop pricing models in Numerix SDK C# to generate and validate risk neutral scenarios. Research and develop new risk analytics to enhance current ALM hedging strategies and support replicating portfolio development. Explore new pricing models and develop back-test strategies to analyze the implied hedging impact from popular market-driven models. Monitor significant market movements and communicate the anticipated changes in liability risk profile to product managers. Work with country representatives from ALM, Global Risk Management and Investments to set standards for risk neutral model calibration and scenario generation.

Requires Bachelor’s or foreign education equivalent in Finance, Math, Math Finance, Statistics or Actuarial Sci plus 2 years’ experience researching and developing derivatives pricing and risk analytics for the financial industry using Numerix packages.

Req #115800

recblid i8hjrr437p73raq0yvbrhkuyz6fryd

To Apply: https://www.jobg8.com/ATSApply.aspx?Qw84Iwizjj%2fhXmZhcFrVoQm