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The individual will be responsible for the implementation, development and support of new products and enterprise level stress testing for partners within finance, risk management, portfolio management and trading, and serve as subject matter expert in risk analytics domain and systems. He or she is expected to have an expert level of knowledge on derivatives/Numerix and participate in projects relating to evolving deliverables and global regulatory initiatives which are critical for the company.
Key Responsibilities:
- This role serves as a lead in projects that require subject matter expertise related to risk and analytics and the derivatives ecosystem.
- Test derivatives pricing models for interest rate and currency products in various risk and analytics projects.
- Development and support of enterprise level stress testing for partners within finance, risk management, portfolio management and trading. Serve as subject matter expert in risk analytics domain and systems.
- Maintain an expert level of knowledge and participate in projects relating to evolving deliverables and global regulatory initiatives which impact the company. Contribute to expanding capabilities to support growing business needs and associated with new derivatives products.
- Development and on-going support for structured derivatives that are not supported by the system of record.
- Contribute to day-to-day operations, investigate and resolve daily pricing and reporting issues.
- Collaborate with cross functional teams which include representatives from ALM, Finance, Front Office, Middle Office, IT, Treasury and Risk Management.
Essential Business Experience and Technical Skills:
Required:
- In-depth knowledge of derivative investment products, financial markets and risk principles. Working experience in fx, fixed income or derivatives area.
- Strong analytical and quantitative skill set.
- A proven ability to think independently and critically analyze detailed and complex information.
- Ability to understand technology initiatives and solutions.
- Python programming knowledge or any other functional programing skills are necessary.
Preferred:
- Familiarity with Numerix, Murex, or Blackrock Aladdin is preferred.
- BA/BS in Finance, Computer Science and/or Mathematics, MBA or MS is also preferred.
Source: MetLife Real Estate Career Page
