XL India Business Services – Senior Analyst – Solutions & ALM/Investment

XL India Business Services Pvt. Ltd.; Gurugram District; On-site; INR 8,00,000 - 12,00,000; Full time

Job summary

A leading investment management firm in Gurugram seeks a professional to manage investments market and credit risk. Candidates should have a quantitative degree, relevant experience, and proficiency in programming (Python/MATLAB/R). Key responsibilities include improving ALM positioning and leveraging AI/ML for trade ideas. Strong communication skills are essential for collaboration across teams.

Qualifications

• 1-3 years’ work experience in investment management or capital markets.
• Knowledge of derivatives, financial math, machine learning & AI.
• Strong interpersonal and communication skills with the ability to work independently.

Responsibilities

• Model owner for Investments Market and Credit risk for an Internal Model.
• Managing ALM of AXA XL Legal Entity and improving ALM positioning.
• Assisting in building Legal Entity SAA proposal.
• Contributing towards monitoring and managing liquidity across balance sheets.
• Co-ordinating across teams to manage cross currency positioning.

Skills

Knowledge of derivatives

Financial math

Machine learning

Advanced programming in Python/MATLAB/R

Proficiency in Excel/VBA

Strong interpersonal and communication skills

Education

Bachelor’s/Master’s degree in a quantitative discipline

CFA/FRM or actively pursuing CFA/FRM designation

Job description

Qualifications

– 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.

Responsibilities

• Model owner for Investments Market and Credit risk for an Internal Model
• Managing ALM of AXA XL Legal Entity and improving ALM positioning across rates, spreads, FX etc.
• Assisting in building Legal Entity SAA proposal
• Contributing towards monitoring, forecasting and managing liquidity across various balance sheets
• 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.
• Leveraging AI/ML tools to generate trade ideas using derivatives on rates, spreads, equity etc.

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