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.
Were looking for someone who has these abilities and skills :
Required Skills and Abilities :
Bachelors / masters 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 years of work experience in investment management or capital markets.Knowledge of statistical analysis, financial math, economics, and machine learning.Advanced programming in Python / MATLAB / R. Knowledge of C++ is preferable.Proficiency in Excel / VBA.Desired Skills and Abilities :
Excellent interpersonal and communication skills with the ability to work self-directedly 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 enthusiasticSkills Required
Alm, C++, Vba, Matlab, Python