Analyst, Asset and Capital Modeling(
Job Number:
13005073D20240301)
Flexible Work Eligible: Flexible Work Schedule
DISCOVER your opportunity
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 modelling for market and asset credit risk.
DISCOVER your opportunity
What will your essential responsibilities include?
- 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.
You will report to the Senior Analyst, Asset and Capital Modeling.
SHARE your talent
SHARE your talent
We’re looking for someone who has these abilities and skills:
Required Skills and Abilities:
- 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.
Desired Skills and Abilities:
- 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.
FIND your future
AXA XL, the P&C and speciality risk division of AXA, is known for solving complex risks. For mid-sized companies, multinationals and even some inspirational individuals we don’t just provide re/insurance, we reinvent it.
How? By combining a comprehensive and efficient capital platform, data-driven insights, leading technology, and the best talent in an agile and inclusive workspace, empowered to deliver top client service across all our lines of business − property, casualty, professional, financial lines and speciality.
With an innovative and flexible approach to risk solutions, we partner with those who move the world forward.
Learn more at axaxl.com
Inclusion & Diversity
AXA XL is committed to equal employment opportunity and will consider applicants regardless of gender, sexual orientation, age, ethnicity and origins, marital status, religion, disability, or any other protected characteristic.
At AXA XL, we know that an inclusive culture and a diverse workforce enable business growth and are critical to our success. That’s why we have made a strategic commitment to attract, develop, advance and retain the most diverse workforce possible, and create an inclusive culture where everyone can bring their full selves to work and can reach their highest potential. It’s about helping one another — and our business — to move forward and succeed.
- 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
Learn more at axaxl.com/about-us/inclusion-and-diversity. AXA XL is an Equal Opportunity Employer.
Sustainability
At AXA XL, Sustainability is integral to our business strategy. In an ever-changing world, AXA XL protects what matters most for our clients and communities. We know that sustainability is at the root of a more resilient future. Our 2023-26 Sustainability strategy, called “Roots of resilience”, focuses on protecting natural ecosystems, addressing climate change, and embedding sustainable practices across our operations.
Our Pillars:
- 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.
AXA XL is an Equal Opportunity Employer.
Location
:IN-IN-Bangalore East
Work Locations
:
IN Bangalore Outer Ring Road
Outer Ring Road, Devarabisanahalli Vlg Varthur Hobli, Bldg 2A, Twr 3, Phs 1
Bangalore East 560103
Job Field
:Finance
Schedule
:Full-time
Job Type
:Standard
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