19 days old
2017-11-022017-12-02

Senior Derivatives Analyst

MetLife
Hanover, NJ 07981
**Job Location:** United States : New Jersey : Whippany







**Role Value Proposition:**







Outstanding growth opportunity exists for a candidate with a finance or investment background to join the growing Derivatives Middle Office. This position, Senior Derivatives Analyst, reports to the Associate Vice President leading the Derivatives Risk & Analytics group. The Derivatives Risk & Analytics group provides derivatives analytics data and scenario analysis to various constituents in support of Finance, Trading, Risk Management and Portfolio Management. The individual will work within a team environment to both contribute to and lead certain team initiatives. The position deals directly with trading, portfolio management, risk management, IT, operations and finance. Responsibilities, given below, are well integrated within a strong group environment.







**Key Responsibilities:**







+ Responsible for procedures related to market data and trade population management in support of hedging activities across the US, Europe and Asia



+ Perform valuation of existing derivatives in support of the Variable Annuity hedging program



+ Perform daily profit and loss attribution of cross-market derivatives portfolio



+ Perform market scenario stress testing for partners within finance, risk management, portfolio management, and trading



+ Prepare and explain analytics and stress test reports Contribute to team effort towards analysis, development and testing of new projects in risk and analytics







**Essential Business Experience and Technical Skills:**







+ Analytical and Quantitative skill set



+ Knowledge of Programming



+ Willingness to learn



+ Must be able to work independently







Required:







+ 3+ years of experience



+ Analytical Skills



+ Programming and Excel experience



+ Strong analytical and quantitative skills including a general understanding of object oriented programming (Python or Java), Excel, VBA, database technology







Preferred:







+ BA/BS in computer Science, Finance, and/or math



+ Strong derivatives product knowledge in addition to familiarity with Numerix based financial libraries



+ Demonstrates the ability to work independently and as part of a team environment



+ Excellent interpersonal and oral communication skills



+ Understanding of derivative valuations models and associated market data







**Travel**







_N/A_







**Business Category**







_Investments_







**Number of Openings**







_1_







**At MetLife, were leading the global transformation of an industry weve long defined. United in purpose, diverse in perspective, were dedicated to making a difference in the lives of our customers.**







MetLife is a proud equal opportunity/affirmative action employer committed to attracting, retaining, and maximizing the performance of a diverse and inclusive workforce. It is MetLife's policy to ensure equal employment opportunity without discrimination or harassment based on race, color, religion, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity or expression, age, disability, national origin, marital or domestic/civil partnership status, genetic information, citizenship status, uniformed service member or veteran status, or any other characteristic protected by law.







MetLife maintains a drug-free workplace.







**For immediate consideration, click the Apply Now button. You will be directed to complete an on-line profile. Upon completion, you will receive an automated confirmation email verifying you have successfully applied to the job.**







Requisition #: 71942

Categories

  • Management
  • Legal

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Senior Derivatives Analyst

MetLife
Hanover, NJ 07981

Share this job

Senior Derivatives Analyst

MetLife
Hanover, NJ
US

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