Actuarial Intern

Job description

Description and Requirements The Team You Will Join Join MetLife’s Retirement & Income Solutions team and help shape the future of financial security for millions. As the trusted market leader in institutional retirement, you’ll contribute to delivering $5.5 billion in annual benefits payments to almost one million retirees and beneficiaries. Here, you’ll work with annuities, risk solutions, and stable value products that help companies reduce risk and maintain financial strength while empowering individuals to retire with confidence.

Join us to help solve today’s most complex retirement challenges and make a lasting impact on our customers’ lives. The Opportunity The Actuarial Internship Program ( AIP ) provides a unique opportunity to gain exposure to the actuarial profession while exploring the diverse ways actuaries contribute to business strategy and financial decision-making. Through a structured 10-week experience, interns develop a broader understanding of key areas of actuarial practice, industry trends, and the evolving landscape of insurance and risk management.

The program also highlights the impact of innovation, analytics, and emerging technologies, including artificial intelligence, on the future of actuarial work. Guided by MetLife's purpose— Always with you, building a more confident future —and our New Frontier strategy focused on growth, attractive returns, and all-weather performance, interns leave the AIP with enhanced technical skills and a stronger professional foundation to support their future actuarial career development.

Application Process & Important Information Applications for this role will close by November 1, 2026 . Interns will start in person on June 1, 2027 , and will work approximately 40 hours per week. Candidates must be authorized to work in the United States and must not require MetLife sponsorship or support for a work permit or visa in any capacity now or in the future. MetLife does not provide housing nor a relocation stipend for this role.

Key Responsibilities

Contribute to meaningful actuarial projects in areas that may include pricing and product development, reserve calculations, actuarial modeling, financial analysis, asset liability management, or investments. Collaborate with experienced actuaries across different areas of actuarial practice. Attend learning presentations led by subject matter experts on key actuarial topics and functions. Prepare and present completed projects and business contributions to actuarial leaders and stakeholders.

Participate in professional development opportunities, networking events, and social activities throughout the summer.

Required Qualifications

Currently enrolled in a bachelor’s degree program at an accredited college or university pursuing a degree in actuarial science or a quantitative, technical, business, or similar field of study relevant to actuarial practice. Cumulative GPA of 3.0 or higher. Strong Excel skills with experience using pivot tables, advanced formulas, data validation, lookup functions, and data analysis techniques. Strong mathematical, analytical, and problem-solving skills, with the ability to analyze data and translate findings into actionable business insights.

Leadership experience, strong written and verbal communication skills, and a record of self-motivation and initiative. Interest in learning and adapting programming languages, data analysis tools, and/or emerging technologies.

Preferred Qualifications

Currently enrolled in a master’s degree program at an accredited college or university. Successful completion of one or more Society of Actuaries (SOA) exams Experience with Python, R, SQL, SAS, VBA or similar programming languages. Familiarity with AI and emerging technologies, including the ability to leverage AI tools to enhance analytical work, research, data analysis, and business decision-making.

Location Expectation

This is a hybrid role requiring a minimum of 3 days per week in office. The expected salary range for this position is $28.00-35.00 /Hour.