MetLifePortfolio Management
Jan. 2023United States Built optimized pension-risk transfer (PRT) portfolios using multi-sector fixed income analysis (IG, HY, EM, structured credit, public/private markets) and developed ALM-aligned strategies for MetLife’s $450B GA.
Partnered with MIM, Global Risk Management, and Finance to build and refine portfolio pricing strategies, improving model accuracy and directly supporting multi-billion-dollar new business growth.
Performed detailed asset-liability management using Blackrock Aladdin and Bloomberg to align portfolio construction and pricing with liability profiles, strengthening ALM precision across transactions.
Developed and implemented hedging approaches for new-money investments in collaboration with the derivatives desk, enhancing portfolio risk control and alignment with pricing assumptions.