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Position: Sr Quantitative Analyst - Credit Risk
Institution: MetLife, Inc.
Location: Whippany, New Jersey, United States
Duties: Quantify, monitor and analyze the organization’s exposure to credit and counterparty risk related to investments and other credit related risks (i.e., derivatives, loans, structured finance, reinsurance, corporate, sovereign and municipal bonds). The key measure is credit economic capital requirements for MetLife and its subsidiaries; the primary tool is Moody’s Analytics RiskFrontier; Communicate credit economic capital results and analysis to senior staff and key internal stakeholders; Collaborate on the design and development of quantitative/analytic models to monitor and manage risk within pre-defined limits and through various scenario testing
Requirements: Bachelor’s Degree in financial engineering, actuarial science, mathematics, statistics, computer science, or related field; 4+ years’ experience (internship and/or full-time) in any of the following fields: investment risk management (credit or market), statistics, quantitative portfolio performance management, engineering, computer science, actuarial science, or other related fields
   
Text: Sr Quantitative Analyst - Credit Risk Quantify, monitor and analyze the organization’s exposure to credit and counterparty risk related to investments and other credit related risks (i.e., derivatives, loans, structured finance, reinsurance, corporate, sovereign and municipal bonds). The key measure is credit economic capital requirements for MetLife and its subsidiaries; the primary tool is Moody’s Analytics RiskFrontier; Communicate credit economic capital results and analysis to senior staff and key internal stakeholders; Collaborate on the design and development of quantitative/analytic models to monitor and manage risk within pre-defined limits and through various scenario testing Bachelor’s Degree in financial engineering, actuarial science, mathematics, statistics, computer science, or related field; 4+ years’ experience (internship and/or full-time) in any of the following fields: investment risk management (credit or market), statistics, quantitative portfolio performance management, engineering, computer science, actuarial science, or other related fields
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