AXA XL - Senior Analyst - Solutions & ALM - Investments

AXA XL Investments manages the investment portfolio of AXA XL. Within Investments, the team is responsible for overlay management through usage of various Derivatives, managing liquidity and ALM.

Your responsibilities will include:

- Managing ALM of AXA XL Legal Entity and improving ALM positioning across rates, spreads, FX etc.

- Co-ordinating across different teams to manage and improve cross currency positioning, generating actionable insights based on in house economic view as well as market data.

- Contributing towards modelling of FX capital for various regulatory submissions

- Co-ordinating with different teams to improve return over Capital through FX positioning.

- Model owner for Investments Market and Credit risk for an Internal Model

- Assisting in building Legal Entity SAA proposal

- Contributing towards monitoring, forecasting and managing liquidity across various balance sheets

- Leveraging AI/ML tools to generate trade ideas using derivatives on rates, spreads, equity etc.

You will report to Senior Specialist, Solutions & ALM, Investments.

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

- Bachelor's/Master's degree in a quantitative discipline (Statistics/Engineering/Finance) 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

- Knowledge of derivatives, financial math, machine learning & AI.

- Advanced programming in Python/MATLAB/R.

- Proficiency in Excel/VBA.

- Strong interpersonal and communication skills with the ability to work independently and collaborate with other teams within the AXAXL Division and AXA Group Investment and Finance teams.

- Outcome focused, self-motivated to achieve desired results, flexible and enthusiastic.