AXA XL – Senior Analyst – Solutions & ALM – Investments

AXA; Gurugram District; On-site; INR 800,000 - 1,200,000; Full time

Job summary

A global investment management firm in Gurugram is seeking an individual for an investment management role focused on ALM and FX positioning. Responsibilities include managing the ALM of legal entities, modeling FX capital, and leveraging AI/ML tools for insights. The ideal candidate will hold a degree in a quantitative discipline and possess relevant experience in investment management. Skills in programming and derivatives are essential. Competitive compensation and opportunities for professional growth will be offered.

Qualifications

• 1-3 years’ work experience in investment management or capital markets.
• CFA/FRM or actively pursuing CFA/FRM designation.
• Top tier university graduate (preferably IIT/IIM).
• Strong outcome-focused and self-motivated attitude.

Responsibilities

• Managing ALM of AXA XL Legal Entity.
• Coordinating across different teams for FX positioning.
• Contributing towards modelling of FX capital for regulatory submissions.
• Monitoring and managing liquidity across balance sheets.

Skills

Knowledge of derivatives

Financial math

Machine learning

Advanced programming in Python

Proficiency in Excel/VBA

Interpersonal and communication skills

Education

Bachelor’s/Master’s degree in quantitative discipline

Tools

Python

MATLAB

R

Job description

AXA XL Investments manages the investment portfolio of AXA XL. Within Investments, the team is responsible for overlay management through usage of various Derivatives, managing liquidity and ALM.

Your responsibilities will include:

– Managing ALM of AXA XL Legal Entity and improving ALM positioning across rates, spreads, FX etc.

– Co-ordinating across different teams to manage and improve cross currency positioning, generating actionable insights based on in house economic view as well as market data.

– Contributing towards modelling of FX capital for various regulatory submissions

– Co-ordinating with different teams to improve return over Capital through FX positioning.

– Model owner for Investments Market and Credit risk for an Internal Model

– Assisting in building Legal Entity SAA proposal

– Contributing towards monitoring, forecasting and managing liquidity across various balance sheets

– Leveraging AI/ML tools to generate trade ideas using derivatives on rates, spreads, equity etc.

You will report to Senior Specialist, Solutions & ALM, Investments.

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

– 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

– 1-3 years’ work experience in investment management or capital markets

– Knowledge of derivatives, financial math, machine learning & AI.

– Advanced programming in Python/MATLAB/R.

– Proficiency in Excel/VBA.

– Strong interpersonal and communication skills with the ability to work independently 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.