Senior Credit Risk Analyst

Duties: Quantify, monitor and analyze exposure to credit and counterparty risk. Communicate credit economic capital results and analysis to senior staff and key internal stakeholders using Moody’s Analytics RiskFrontier (18%). Work with IT Operations to implement credit risk analytics solutions and procedures as permanent parts of credit risk data architecture using testers for implemented solutions, which ensures all projects take into consideration the overall data and reporting strategy of organization (17%). collaborate on the design and development of quantitative/analytic models to monitor and manage risk within pre-defined limits and through various scenario testing. Perform experience studies to estimate asset probability of default and loss assumptions (14%). Work with management to develop, implement and communicate credit risk related policies and procedures to ensure that manual processes are properly documented and subsequently automated (10%). Perform technical User Acceptance Testing (UAT) as a business end user to ensure that user interfaces (UI), business intelligence tools and databases meet company standard requirements (19%). Work with PowerBI to develop reporting solutions and leveraging Power Query to create database connections that support customization of data from various sources (15%). Utilize Bloomberg API for financial model designing, including improvements to frameworks and variable selection (7%).

Requirements: Bachelor’s degree in financial engineering, financial risk management, finance, actuarial science, mathematics, statistics or computer science (willing to accept foreign education equivalent) and four (4) years of experience performing risk management or quantitative portfolio performance management. Alternatively, will accept a Master’s degree in financial engineering, financial risk management, finance, actuarial science, mathematics, statistics or computer science (willing to accept foreign education equivalent) and two (2) years of experience performing risk management or quantitative portfolio performance management. Position requires experience in the following: 2 years working with PowerBI to develop high-impact analytic reporting solutions and leveraging Power Query to create database connections that support customization of data from various sources. 2 years utilizing Bloomberg API for financial model designing, including improvements to frameworks and variable selection. Performing script-based financial modeling and writing complex SQL statements to estimate asset probability of default, verify loss assumptions or analyze large datasets. Performing technical User Acceptance Testing (UAT) as a business end user to ensure that user interfaces (UI), business intelligence tools and databases meet company standard requirements. Monitoring risk exposures and risk limits to assess enterprise-wide risks and identify key risk factors and main drivers of changes, applying knowledge of financial analysis, and insurance industry and investment products/asset types. Designing and maintaining financial models using modeling tools and applying mathematical methodology to evaluate output.

Work Arrangement: Hybrid – 3 days in office, 2 days remote

“At MetLife, we’re leading the global transformation of an industry we’ve long defined.  United in purpose, diverse in perspective, we’re dedicated to making a difference in the lives of our customers.”

The wage range for applicants for this position is 157,581.00 to $178,700.00 per year. This role is also eligible for annual short-term incentive compensation. MetLife offers a comprehensive benefits program, including healthcare benefits, life insurance, retirement benefits, parental leave, legal plan services and paid time off. All incentives and benefits are subject to the applicable plan terms.

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