Analyst, Asset and Capital Modeling

3 months ago


Bengaluru, India AXA Group Full time

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.

DISCOVERyour 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

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.

Inclusion & Diversity



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