- Development, implementation and maintenance of quantitative models for asset pricing, strategic asset allocation and risk management.
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 for market risk and asset credit risk.
Analysis of ALM/Capital position for several key legal entities and providing recommendations to optimize such positioning.
Assisting in duration gap analysis and consequently managing rate risk across various legal entities.
Contributing to the Strategic Asset Allocation for AXA XL investment portfolio.
Coordinating closely with various teams (Other Investment teams/Risk/Finance/Actuaries) for SAA/ALM/Capital related topics.
- 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.
Relevant years of work experience in investment management or capital markets.
Knowledge of machine learning, statistical modelling, and financial time series analysis.
Advanced programming in Python/R/MATLAB (any), SQL and Excel/VBA.
- Prior knowledge/working experience in investment management or investment risk is preferable.
- Clear and concise style of verbal and written communications.
Collective player with the ability to engage with multiple teams in a large organization.
- Five Business Resource Groups focused on gender, LGBTQ+, ethnicity and origins, disability and inclusion with 20 Chapters around the globe
- Robust support for Flexible Working Arrangements
- Enhanced family friendly leave benefits
- Named to the Diversity Best Practices Index
- Signatory to the UK Women in Finance Charter
- Valuing nature: How we impact nature affects how nature impacts us. Resilient ecosystems - the foundation of a sustainable planet and society – are essential to our future. We’re committed to protecting and restoring nature – from mangrove forests to the bees in our backyard – by increasing biodiversity awareness and inspiring clients and colleagues to put nature at the heart of their plans.
- Addressing climate change: The effects of a changing climate are far reaching and significant. Unpredictable weather, increasing temperatures, and rising sea levels cause both social inequalities and environmental disruption. We're building a net zero strategy, developing insurance products and services, and mobilizing to advance thought leadership and investment in societal-led solutions.
- Integrating ESG: All companies have a role to play in building a more resilient future. Incorporating ESG considerations into our internal processes and practices builds resilience from the roots of our business. We’re training our colleagues, engaging our external partners, and evolving our sustainability governance and reporting.
- AXA Hearts in Action: We have established volunteering and charitable giving programs to help colleagues support causes that matter most to them, known as AXA XL’s “Hearts in Action” programs. These include our Matching Gifts program, Volunteering Leave, and our annual volunteering day – the Global Day of Giving.
For more information, please see axaxl.com/sustainability.