Closer to a capital and risk strategy role than a reserving cycle role, because the work spans ALM, economic risk, governance, and strategic risk assessment.
Senior Life actuarial market risk role in Whippany, New Jersey, within MetLife’s Global Risk Management Group. You’ll develop and enhance ALM, replicating portfolio, value-at-risk, and accounting/economic risk models, while supporting business plan reviews, reporting, automation, and governance.
Requirements
Must have
Bachelor's degree in actuarial science, mathematics, statistics, finance, or related field
ASA designation (or near-ASA)
4+ years of relevant actuarial experience
Advanced Excel modeling and quantitative analysis skills
Programming experience with Python, VBA, R, C++, or similar tools
Strong analytical, mathematical, and organizational capabilities
Strongly preferred
Knowledge of insurance and financial concepts including insurance products, valuation, ALM, derivatives, investment assets, statistics, optimization, and AI/ML
Understanding of insurance accounting and reporting frameworks including US GAAP, IFRS, statutory accounting, and solvency reporting
Experience driving process improvement through automation, with the ability to streamline workflows and enhance operational efficiency
Skills & Domain
ToolsExcel
DomainMarket risk modeling and reportingALM and asset liability managementInsurance accounting (GAAP, Statutory, IFRS)Replicating portfolio and value-at-risk models
