XL India Business Services - Senior Analyst - Solutions & ALM/Investment (1-3 yrs)

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.

Your responsibilities will include:

- 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.