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Vice President at AXA
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AXA XL - Senior Manager - Investment Strategy (3-8 yrs)
Your responsibilities will include:
- Developing and understanding of quantitative models for asset pricing, asset allocation and risk management.
- Analysis of ALM/Capital position for several key legal entities and providing recommendations to optimize such positioning
- Contributing to the Strategic Asset Allocation annual implementation for AXA XL investment portfolio
- Model run and validation of regulatory capital models for market risk and asset credit risk
- Assist in reviewing and analysis of European regulatory framework Solvency 2 standard formula
- Assisting in the capital budgeting exercise and monthly monitoring in close cooperation with portfolio management teams to optimize capital consumption
- Coordinating closely with various teams (Other Investment teams/Risk/Finance/Actuaries) for SAA/ALM/Capital related topics.
You will report to Head of SAA & ALM, Investments
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
- 3-8 years' work experience in investment management or capital markets
- Knowledge of statistical modeling, machine learning and financial time series analysis
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