AXA XL - Analyst - Global Strategy - Investment

AXA XL Investments manages the investment portfolio of AXA XL. Within Investments, the team builds the overall Strategic Asset allocation model, performs Asset Liability Management, and performs economic and regulatory capital modeling for market and asset credit risk.

Your responsibilities will include:

- Development, Calibration, and Implementation of interest rate curve construction models including Nelson Siegel Svensson model.

- Understanding credit spread curve construction models, model calibration and benchmarking against different regulatory curves.

- Development of smoothening algorithms, optimization techniques & machine learning algorithms to improve model calibration.

- Development of asset pricing models for complex asset classes like Structured securities and derivatives.

- Supporting the Market risk regulatory submission and model approval process for BMA. This would involve understanding asset class models, analysis of change and resolution of auditor & regulatory concerns.

- Analysis on Strategic Asset Allocation, Asset Liability Management & Capital Modeling to provide insights for better investment portfolio positioning.

- Coordinating closely with various teams (Other Investment teams/Risk/Finance/Actuaries) for SAA/ALM/Capital related topics.

We're looking for someone who has these abilities and skills:

- Bachelor's/Master's degree in a quantitative discipline (Finance/Engineering/Statistics/Management) from a top tier university (preferably IIT/IIM)

- CFA/FRM or actively pursuing CFA/FRM designation

- 1-3 years' work experience in investment management or capital markets

- Proficiency in machine learning and financial time series analysis

- Advanced programming in MATLAB/R/Python(any), SQL and Excel/VBA

- Prior knowledge/working experience on investments would be preferable.

- Clear and concise style of verbal and written communications

- Collective player with the ability to engage with multiple teams in a large organization