Leader in independent risks identification, measurement and control.
Global Risk Management principal duty is to provide with an independent risk assessment for all AXA IM investment expertises and contribute to its reduction. Investment Risk Analysis key roles are to:
-Assess new "strategies" (funds/mandates, investment strategies, products/instruments) from a market/credit risk, a liquidity risk and a valuation risk standpoint
-Define investment guidelines / analyse and validate remediation plan in regards with potential breaches
-Monitor risks (market/credit risks, liquidity risks, stress testing...) and escalate key risks depending on market conditions
-Continuously assess AXA IM risk control framework (coverage, quality) both from an AXA IM standard standpoint and a regulatory standpoint
-Enhance AXA IM risk frameworks
As such, Investment Risk Analysts are leaders in risks identification and measurement, in regular interaction with business and risk committees.
-5 years or more experience in risk or portfolio management functions (Investment Banking, Asset Management)
-Very good understanding of all asset classes, derivatives and their risk modelling
-Ability to construct own monitoring/reporting tools and to enhance existing tools (VBA, spreadsheet, Access/SQL)
-Knowledge of UBS Delta/Riskmetrics is a plus
Candidate must also demonstrate:
-Strong organisational ability
-Capacity to negotiate with/challenge various departments on technical topics (portfolio management, technology): ability to step back and stay focused, solution finding, clear communication and escalation
-Presentation skills, including being able to handle non-technical audience