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Analyst, Asset And Capital Modeling
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- 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.
- 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.
- Contributing to the Strategic Asset Allocation for AXA XL investment portfolio.
- Advanced programming in Python/R/MATLAB (any), SQL and Excel/VBA.
- 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.
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