Vice President at AXA XL
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AXA XL - Senior Analyst - Investment Strategy - FRM (2-8 yrs)
AXA XL - Senior Analyst - Investment Strategy - FRM
Job Profile :
- Develop and maintain the strategic asset allocation model, which includes building asset pricing models and optimization strategy.
- Modeling and validation of regulatory capital models under different regimes (S2SF, BSCR, Internal Model) and other local regulatory frameworks.
- Perform analytics on ALM/Capital position and provide insights for better portfolio positioning.
- Re-calibration and improvement of stochastic economic models like Interest rates (CIR) and Credit Spreads (JLT) for the internal model.
- Co-ordinate closely with various teams (Finance/Actuaries/Risk) for ALM/Capital related topics.
Skills Required :
- Bachelors/Masters degree in a quantitative discipline (Finance/Engineering/Statistics) from a top tier university.
- CFA/FRM or actively pursuing CFA/FRM designation.
- 2-8 years work experience in investment management or capital markets.
- Knowledge of statistical modeling, financial time series analysis and stochastic calculus.
- Advanced programming in MATLAB/R/Python and SQL. Basic knowledge of C++.
- Prior knowledge/working experience on regulatory risk and strategic asset allocation would be preferable.
- Team player willing to add her/ his energy and talent to a global organization
- Clear and concise style of verbal and written communications.