Senior Specialist - Solutions & ALM, Investments

AXA•New York, NY

9d•Onsite

About The Position

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 Asset Liability Management.

Requirements

Bachelor’s degree in quantitative discipline (Math/ Engineering/ Finance) Master’s preferable.
CFA/FRM or actively pursuing CFA/FRM designation.
Mid level experience in capital markets experience of which at least 1yr experience in derivative portfolio management
Robust knowledge of derivatives, financial math, machine learning & AI.
Proficiency in Python/MATLAB & Excel.
Outstanding interpersonal and communication skills with the ability to work self-directed 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

Monitor global markets and cross-asset opportunities to provide insights and optimize portfolio positioning through derivatives strategies
Work closely within team and brokers contributing towards analysis implementation and monitoring of various derivative trades.
Leading MBS Security Lending program and responsible for overall relationship with external agent and expansion of MBS Sec Lending program
Use AI/ML techniques to develop models/framework which improve decision making for the investment trades.
Ownership of liquidity management including coordination of the liquidity working group.
Ownership of Strategic Asset Allocation and Asset Liability Management for US insurance entity.