
Website MetLife
Job Description:
Responsible for the modelling and production of asset cashflows for annual (sometimes quarterly) Cash Flow Testing Results (as per US Statutory Rules and Regulations); annual Loss Recognition Testing (as per US GAAP) and Embedded Value
Job Responsibilities:
- Support in specification and validation of new valuation methodologies and Prophet model releases
- Develop strong working relationships and strategic partnerships with internal and external stakeholders to ensure a high degree of customer satisfaction;
- Explain results to the stakeholders and logical answer to questions raised by Appointed Actuary with deep understanding of business economics
- Assist Actuarial Reporting Manager to support the stakeholders and ensure critical focus on core deliverables throughout the course of the reporting year
- Responsible for modelling of sectors like Bonds, Equity, Derivatives and other Structured Finance assets through platforms like Prophet ALS, VBA, Python
- Responsible for analysis of asset metrics like Internal Rate of Return, Duration, Credit Spreads etc.
Job Requirements:
- Capability of dealing with large data-sets
- Capable of working with a team, and of balancing own initiative with advice from others;
- A bachelors or masters university degree in Finance or quantitative field
- Recent practical experience of financial / actuarial modelling systems (MG-ALFA, Prophet, etc.);
- Respectful of deadlines, discipline and process, yet flexible and pragmatic within a growing business;
- Excellent coding skills (Excel, SQL, VBA Python etc.)
- Able to navigate through complex problems and structures to achieve results and deliver solutions;
- Research into Asset-Liability modelling intricacies and able to validate system results through own logics
- Meticulous in the validation, presentation and communication of results;
Job Details:
Company: MetLife
Vacancy Type: Full Time
Job Location: Evansville, IN, US
Application Deadline: N/A
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