Description and Requirements The Opportunity The AVP, Market Risk & Derivatives leads a team that provides second-line oversight of the company's derivatives and reinsurance activities, ensuring effective risk monitoring, governance, regulatory compliance, and adherence to approved risk limits. The role is also responsible for maintaining the firm's Risk Neutral Economic Scenario Generator and overseeing key quantitative processes that support hedge effectiveness testing and actuarial reserve calculations.
Guided by our mission,
always by your side to help build a more confident future, and by our
New Frontier strategy focused on stronger growth, attractive returns, and consistent performance in all market conditions, this role offers an exciting opportunity to shape our monitoring and testing processes for the future including improving workflows to leverage emerging AI capabilities and working with the broader market risk team on various ALM, Liquidity, or Reinsurance related metrics and monitoring capabilities
Key Responsibilities - Oversee derivatives and reinsurance risk monitoring and measurement, including Potential Future Exposure calculation, and counterparty risk limit setting, and ensuring timely remediation or escalation of any issue as appropriate.
- Oversee Legal and Economic Hedge Effectiveness Testing providing appropriate challenge and scrutiny as necessary
- Oversee the maintenance of MetLife's Risk Neutral Economic Scenario Generator and deterministic interest rate generator and managing the effective delivery of the scenarios to the systems in a timely manner
- Leading implementation of monitoring capabilities for certain reinsurance related risk metrics, including hedge guidelines and investment guidelines
- Partnering with others on the Market Risk team on ALM or Liquidity related projects, including, assisting with liquidity dashboard generation, FX monitoring and measurement, and potential responsibility within the ALM Working Group Governance process
- Working with Derivatives Middle Office, Front Office and IT, to ensure systems are up-to-date and running smoothly
Required Qualifications - Advanced degree in Mathematics, Financial Mathematics, Quantitative Finance, Predictive Analytics, or related; or equivalent quantitative expertise demonstrated through professional experience
- 7+ years investment, derivative, or ALM related experience
- Ability to leverage analytical and AI-assisted tools to interrogate data, perform quantitative analyses, and communicate risk insights
- Strong understanding of stochastic processes
- Ability to manage multiple priorities and tasks and work as part of a cross-functional group to manage and solve issues
- Strong Excel modeling skills
Preferred Qualifications - Experience with Numerix
- Python coding experience
- Understanding and experience with agentic AI
Location Expectation: This is a hybrid role
requiring a minimum of 3 days per week in office.
The expected salary range for this position is $164,200 - $218,900 . This role may also be eligible for annual short-term incentive compensation and stock-based long-term incentives. All incentives and benefits are subject to the applicable plan terms.
Benefits We Offer Our U.S. benefits address holistic well-being with programs for physical and mental health, financial wellness, and support for families. We offer a comprehensive health plan that includes medical/prescription drug and vision, dental insurance, and no-cost short- and long-term disability. We also provide company-paid life insurance and legal services, a retirement pension funded entirely by MetLife and 401(k) with employer matching, group discounts on voluntary insurance products including auto and home, pet, critical illness, hospital indemnity, and accident insurance, as well as Employee Assistance Program (EAP) and digital mental health programs, parental leave, paid time off, paid holidays, volunteer time off, tuition assistance and much more! For more information regarding MetLife's U.S. benefits, please
click here . 
