Job Profile: - Responsible for validating internal model that relies on third party Economic Scenarios (ESG); this would cover aspects around historical back-testing, sensitivity testing, stress testing, robustness, etc. - Model run and validation of regulatory capital models under different regimes (BSCR, Internal Model) - Contributing to the strategic asset allocation of AXA XL's investment portfolio - Performing analysis on ALM/Capital position of legal entities and providing insights for better portfolio positioning - Assisting in duration gap analysis and consequently managing rate risk across various legal entities - Developing and understanding of quantitative models for asset pricing, analytics and risk management. - Coordinating closely with various teams (Other Investment teams/Risk/Finance/Actuaries) for ALM/Capital related topics. You will report to Senior Associate, Asset and Capital modelling. Skills Required : - 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 - 1-4 years work experience in investment management or capital markets - Knowledge of statistical modeling, machine learning and financial time series analysis - Advanced programming in MATLAB/R/Python(any), SQL and Excel/VBA - Prior knowledge/working experience on investment risk and/or strategic asset allocation would be preferable - Clear and concise style of verbal and written communications

Gurgaon/Gurugram

Bangalore

AXA XL - Analyst - Investment Strategy - FRM - IIT 

AXA XL - Analyst - Investment Strategy - FRM - IIT  ,Job Description for AXA XL - Analyst - Investment Strategy - FRM - IIT  in AXA XL in  Gurgaon/Gurugram Bangalore for (1-4) years of experience. Apply Now!

Job Description for AXA XL - Analyst - Investment Strategy - FRM - IIT  in AXA XL in  Gurgaon/Gurugram Bangalore for (1-4) years of experience. Apply Now!