Market Risk Actuary: AI-Driven RP & ALM Leader

MetLife; Tampa (FL); Hybrid; USD 116,000 - 155,000; Full time

Benefits offered by this job

Hybrid work arrangement

Health benefits

401(k) with employer matching

Life insurance

Job summary

MetLife is seeking a Market Risk Actuary to advance Replicating Portfolio (RP) and ALM models, calibrate them with AI/ML methods, and collaborate with global ALM teams. You will drive risk analytics, optimize models, and support governance efforts while shaping strategy for market risk management.

The role requires actuarial credentials, strong programming; hybrid, in-office work with a minimum three days weekly. Competitive compensation includes incentive plans and comprehensive benefits.

Qualifications

• Bachelor’s degree in mathematics, statistics, actuarial science, finance, or a related quantitative field.
• ASA or FSA actuarial designation.
• Strong modeling and programming skills, including Excel and languages such as Python, VBA, R, or C++.
• Deep knowledge of statistics, optimization, valuation, and AI/ML techniques.
• 5+ years of experience with exceptional analytical, mathematical, and organizational capabilities.

Responsibilities

• Manage the current RP model on a quarterly basis and evaluate RP performance.
• Lead the transition of the RP model to Python and enhance capabilities using AI/ML techniques.
• Manage and improve ALM and risk management models through automation and advanced analytics.
• Support Market Risk governance activities, including working groups and committee operations.
• Conduct risk analysis and provide insights for strategic business initiatives.

Skills

Python

R

C++

Excel

VBA

AI/ML techniques

Mathematical modeling

Education

Bachelor’s degree in mathematics, statistics, actuarial science, finance, or related quantitative field

ASA or FSA actuarial designation

Tools

Python

R

C++

VBA

Excel

Job description

MetLife is seeking a Market Risk Actuary to advance Replicating Portfolio (RP) and ALM models, calibrate them with AI/ML methods, and collaborate with global ALM teams. You will drive risk analytics, optimize models, and support governance efforts while shaping strategy for market risk management.

The role requires actuarial credentials, strong programming; hybrid, in-office work with a minimum three days weekly. Competitive compensation includes incentive plans and comprehensive benefits.