ALM Analyst - Asset & Liability Management (2018/0066)
Why we need you
Within AXA, the Investment and ALM department is responsible for the design, the implementation and the monitoring of investment strategies. The latter are driven by both earnings, risk and capital dimensions in accordance with the objective and appetite of the management board.
Within the department, the ALM team is in charge of the strategic asset allocation takings into account the specificities of insurance liabilities. It is looking to optimise capital consumption while achieving earnings expectations.
At the junction of financial, risk and business dimensions, the ALM team supports in-force optimisation, new products design and delivers ad-hoc advisories for internal and external clients.
* Take technical and organisational responsibility for ALM projects to determine and present the Strategic Asset Allocation for all funds of AXA Belgium
* Drive the development of the ALM models and the ALM methodology used to perform ALM studies.
* Identify areas of improvement for the ALM processes.
* Set economic assumptions for the ALM models in collaboration with other departments.
* Develop a deep understanding of AXA's internal Solvency II model.
* Analyse hedging strategies based on derivative financial instruments.
* Contribute to ALM studies and recommend funding strategies for group retirement
* Participate in working groups on ALM and Solvency II at AXA Group level.
* Contribute to the studies related to the launch of new products.
Your profile in details
The Senior Asset Liability Management Analyst needs a good quantitative knowledge and understanding as basis.
* Master's degree or equivalent in an analytical driven field (mathematics, physics, actuarial science, economics with a quantitative focus, …).
* Minimum 4/5 years of professional experience in the insurance or financial sector
* Familiarity with Solvency II regulatory environment and good actuarial knowledge
* Very good analytical and conceptual skills.
* Fluent in English (both written and spoken).
* Strong interest for the modelisation and constantly researching for improvements and efficiency in his way to code
* Appreciate abstraction but remain pedagogue with his/her client and with the providers of informations
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