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Senior Analyst - ALM and Capital Modeling, Investments

Company

AXA Group

Location

bengaluru, India

Type

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 modeling for market and asset credit risk.

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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 Li...

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