Intermediate Investment Risk Analyst Intermediate Investment Risk Analyst …

Axa Investment Managers
à Paris, Île-de-France, France
CDI, Plein-temps
Dernière candidature, 18 juin 19
Selon profil
Axa Investment Managers
à Paris, Île-de-France, France
CDI, Plein-temps
Dernière candidature, 18 juin 19
Selon profil
Nous sommes un investisseur global multi-actifs, qui privilégie le long terme et la gestion active, pour permettre au plus grand nombre d’atteindre ses objectifs financiers en exploitant tout le potentiel des solutions d’investissement. En associant une connaissance pointue de l’investissement et de l’innovation à une gestion solide des risques, nous sommes devenus l’un des acteurs majeurs de la gestion d’actifs en Europe, avec 746 milliards d’euros d’actifs à fin 2017. Nous employons 2 400 personnes à travers le monde et possédons 29 bureaux répartis dans 1 pays.

Main responsibilities

What we are offering:

Integrated in a 6-headcount team at AXA IM head office, covering all asset classes from a credit/market/counterparty risks standpoint - working jointly with Quant Risk team on investments models, liquidity risk & complex valuations - as part of independent risk control function, you will be responsible of:

• Analyzing Investment Risks for new products/strategies
• Risk Policies and Frameworks: definition, maintenance and enhancement, in interaction with front office teams and other stakeholders 
• Setting Internal Risk Guidelines. Ensuring analysis, remediation - and escalation if need be - of Internal Investment Guidelines breaches raised by the Investment Guidelines team 
• Market stress testing 
• Maintaining a broad awareness of portfolio risk positioning on an ongoing basis through risk monitoring/reporting. Identification of potential market risks linked to market trends/fund behaviors
• Jointly working with Quant Risk team on liquidity topics
• Improving team coverage analysis quality and value added by enhancing existing tools/approaches and developing new ones
• Interaction with local risk teams 

Experience and Qualifications
What we are looking for:

• At least 2Y in banking or asset management industries
• Good knowledge in all liquid asset classes: mechanism & risk modelling 
• Educated, preferably master’s level, in Mathematics, Finance or related Quantitative discipline
• Good quantitative and programming skills in VBA and basic knowledge of database handling
• Proficiency in database handling, knowledge of MSCI Riskmetrics and languages such as Python are desirable
• Fluency in English and with Excel is mandatory
• Analytical, proactive, self-motivated team player willing to influence team continuous development
• Pragmatic and result orientated mindset: deliver timely, tangible, exploitable results which create value