Market Risk Actuary: AI/ML, RP & ALM Leader (Hybrid)

MetLife, Inc.; Whippany (NJ); Hybrid; USD 116,000 - 155,000; Full time

Benefits offered by this job

401(k) with employer matching

Life insurance

Job summary

MetLife, Inc. is seeking a Market Risk Actuary within the Global Risk Management Group in New Jersey. The role focuses on Replicating Portfolios (RP), ALM models, and AI/ML enhancements to support GAAP, Stat, and Economic views.

You will collaborate with global ALM departments and external partners, advancing risk models and automating processes to strengthen risk governance and strategic insights.

Qualifications

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

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

Modeling

Excel

Python

VBA

R

C++

Education

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

ASA or FSA actuarial designation

Job description

MetLife, Inc. is seeking a Market Risk Actuary within the Global Risk Management Group in New Jersey. The role focuses on Replicating Portfolios (RP), ALM models, and AI/ML enhancements to support GAAP, Stat, and Economic views.

You will collaborate with global ALM departments and external partners, advancing risk models and automating processes to strengthen risk governance and strategic insights.