Market Risk Actuary — AI/ML & ALM Innovator

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

Benefits offered by this job

Health insurance

Life insurance

401(k) with employer matching

Paid time off

Parental leave

Disability insurance

Tuition assistance

Job summary

MetLife’s Global Risk Management Group seeks a Market Risk Actuary to advance Replicating Portfolio models, ALM analytics, and AI/ML methods. The role collaborates with ALM teams worldwide and with BlackRock to calibrate RP and other risk models.

Location is hybrid in the United States, with a minimum of three days in the office. The role includes a salary range and potential annual incentives.

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 with Excel and languages like Python, VBA, R or C++.
• Deep knowledge of statistics, optimization, valuation, and AI/ML techniques.
• 5+ years of experience with strong 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

VBA

R

C++

Excel

Statistical modeling

AI/ML techniques

Programming

Education

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

ASA or FSA actuarial designation

Tools

Python

R

C++

Excel

VBA

Job description

MetLife’s Global Risk Management Group seeks a Market Risk Actuary to advance Replicating Portfolio models, ALM analytics, and AI/ML methods. The role collaborates with ALM teams worldwide and with BlackRock to calibrate RP and other risk models.

Location is hybrid in the United States, with a minimum of three days in the office. The role includes a salary range and potential annual incentives.