Senior Market Risk and ALM Leader (Hybrid, Bermuda)

MetLife; New York (NY); Hybrid; USD 190,000 - 215,000; Full time

Benefits offered by this job

Health plan

401(k) with employer matching

Life insurance

Disability insurance

Parental leave

Tuition assistance

Job summary

MetLife Bermuda is seeking an AVP to lead the market risk management framework for its Bermuda entities. You will integrate EC, GAAP, regulatory capital and liquidity considerations into market risk analysis and ALM strategy, while advancing analytics, data standards and risk governance.

You will chair ALM Working Groups, develop deep-dive playbooks, calibrate risk limits, and communicate results in regulatory filings.

Qualifications

• 7+ years in ALM, risk management, pricing and/or investments.
• Project management experience delivering complex cross-functional projects.
• Strong organizational, mathematical, and analytical abilities.

Responsibilities

• Lead efforts to enhance/evolve market risk framework for MetLife Bermuda businesses.
• Better integrate EC, GAAP, regulatory, and liquidity perspectives into market risk analysis and ALM strategy.
• Perform robust review of metrics and standards for portfolio ALM investment guidelines.
• Provide primary support for one or more ALM Working Groups.
• Lead development of assigned ALM deep dives and playbooks.
• Review and communicate ALM strategies, financial results and disclosures in regulatory filings.
• Maintain risk appetite statements and lead calibrations of risk limits and regional cascade.
• Act as deputy Market Risk Officer of the Bermuda reinsurance entities.

Skills

ALM

Risk management

Investments

Derivatives knowledge

Project management

Analytical abilities

Partnership building

Education

Fellow of the Society of Actuaries (FSA) or equivalent

Job description

MetLife Bermuda is seeking an AVP to lead the market risk management framework for its Bermuda entities. You will integrate EC, GAAP, regulatory capital and liquidity considerations into market risk analysis and ALM strategy, while advancing analytics, data standards and risk governance.

You will chair ALM Working Groups, develop deep-dive playbooks, calibrate risk limits, and communicate results in regulatory filings.