Market Risk Actuary
MetLife
- Salary
- $116k - $155k
- Experience
- 5+ Years
Role Summary
Role type
Market risk and capital strategy
Closer to capital and risk strategy than a pure modelling-heavy IC role because model work feeds governance and strategic business decisions.
Senior Life and annuity Market Risk Actuary role in Tampa, Florida, within MetLife’s Global Risk Management Group. You’ll manage and advance replicating portfolio, ALM, and risk models across GAAP, statutory, and economic views, using Python and AI/ML while supporting market risk strategy and governance.
Requirements
Must have
- ASA or FSA actuarial designation
- Bachelor's degree in mathematics, statistics, actuarial science, finance, or related quantitative field
- 5+ years of experience with strong analytical, mathematical, and organizational skills
- Strong modeling and programming skills in Excel, Python, VBA, R, or C++
- Deep knowledge of statistics, optimization, valuation, and AI/ML techniques
- Must be legally authorized to work in the United States
Strongly preferred
- Intermediate understanding of insurance risk management and ALM practices, derivative products, insurance products, and investment assets
- Educational background or experience in Statutory accounting and solvency reporting in any jurisdiction
- Experience of process automation
Skills & Domain
ToolsExcel
DomainInsurance risk management and ALM practicesDerivative products and investment assetsStatutory accounting and solvency reporting
