AXA XL - Senior Analyst - ALM & Capital Modeling - Investments Segment - IIT/IIM/CFA

Senior Analyst, ALM & Capital Modeling, Investments

Gurgaon/Bangalore, India

AXA XL Investments manages the investment portfolio of AXA XL. Within Investments, the team builds the overall Strategic Asset allocation model, performs Asset Liability Management, and performs economic and regulatory capital modeling for market and asset credit risk.

What you'll be DOING:

What will your essential responsibilities include?

- Understanding internal SAA tool and specific AXA entity SAA model including business nuances and ALM specifics of the entity.

- Assisting in the SAA Model run and SAA proposal recommendation.

- Assisting in the methodology improvement and development including asset return models.

- Enhancing the SAA model by application of AI/ML.

- Improving documentation and controls for overall process along with process automation of SAA model.

- Understanding local capital regulatory model and contributing to Asset Liability Management.

- Coordination and collaboration within AXA XL and other AXA entities.

You will report to Senior Specialist, ALM & Capital Modeling.

What you will BRING:

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

Required Skills and Abilities:

- 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.

- Relevant work experience in investment management or capital markets.

- Knowledge of statistical analysis, financial math, economics, AI and machine learning.

- Advanced programming in Python/MATLAB/R.

- Proficiency in Excel/VBA.

Desired Skills and Abilities:

- Robust interpersonal and communication skills with the ability to work resiliently 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.