Investment Risk Analyst Investment Risk Analyst …

in Puteaux, Ile-de-France
Permanent, Full time
Last application, 13 Oct 21
in Puteaux, Ile-de-France
Permanent, Full time
Last application, 13 Oct 21
Posted by:
Ghetty Defort • Recruteur
Posted by:
Ghetty Defort
The main role of the Global Risk Management (GRM) department is to provide AXA IM's General Management with an independent view of the company's risks across all investment teams and entities and to support risk mitigation efforts.

Role’s mission

Within GRM, the Investment Risk Analysis team perform a range of activity which contribute to ensuring that all portfolios are managed in line with client objectives as well as internal standards and regulatory requirements:

  • To provide an independent analysis and management of Investment Risks (Market Risk, Credit and Counterparty Risk, Liquidity Risk, Performance Risk, Pricing and Valuation Risk) for the AXA IM investment activities based in the France.
  • To lead or support Investment Risk project-style activities which enhance our global risk frameworks (Liquidity Risk, Counterparty Risk and so on) as part of the wider global Investment Risk Analysis and Standards team
  • To support other Global Risk Management (GRM) teams for their risk analyses when needed

Main responsibilities

Investment Risk identification, mitigation, monitoring and control:

For all businesses in scope (see above):

  • Analyse Investment Risks for new products / instruments and provide assessments to GNBC (Global New Business Committee)
  • Define and maintain/enhance, in interaction with front office teams and other stakeholders, Risk Policies and Frameworks for new products / instruments as well as ongoing activities
  • Within the context of established frameworks, define Internal Investment Guidelines and Alert Levels for individual portfolios and maintain them to changes in products or market needs
  • Maintain a broad awareness of portfolio risk positioning on an ongoing basis using third-party risk systems/models (RiskMetrics, UBS Delta, etc) and internal systems (“LiPS” Liquidity risk system, etc), via a range of risk measures and decompositions.
  • Ensure analysis, remediation - and escalation if need be - of Internal Investment Guidelines breaches raised by the Investment Guidelines or Portfolio Control teams
  • Perform Investment Risk monitoring (leverage, stress testing…) required by regulation or AXA IM’s standards, raise alerts if needed
  • Provide support to Legal teams for the negotiation of ISDA/CSA/GMRA/GMSLA contracts
  • Ensure valuation policies and valuation controls are applied and report regularly to the lead of valuation risk activity stream on valuation status in the France

Project-style activities:

  • Lead or support Investment Risk project-style activities which enhance our global frameworks (Liquidity Risk, Counterparty Risk…) as part of the wider global Investment Risk Analysis and Standards team.
  • Continually review and improve tools and processes on own initiative and as part of wider team and corporate projects.
  • Senior management support and reporting by:
  • Providing regular summaries to senior management of portfolio risk positioning, as well as risk oversight process effectiveness and completeness.
  • Providing regular and comprehensive reporting to local risk committees, boards and regulator
  • Providing support where necessary for regulatory, trustee and client visits and other similar needs
  • Proactively providing information on new Investment Risk issues and developments




  • Successful 5 years experience in Investment Risk Management in a major Bank or Asset Management company

  • Graduate in Finance with an Asset Management / Risk Management focus or other quantitative discipline

  • Relevant professional qualifications can be advantageous

  • Strong IT background (XL, VBA, Databases…). Experience with standard risk analysis tools (RiskMetrics, Factset, UBS Delta…). Knowledge of Python and Tableau is a plus. 

  • Autonomy: is able to complete tasks of a certain technical or relational complexity unsupervised

  • Rigour and reliability: demonstrates thoroughness and exercises judgment to provide, in a timely manner, quality analysis and deliverables

  • Pragmatism and results orientation: delivers timely, tangible, exploitable results which create value

  • Ability to summarise and communicate: provides clear summaries and presentations to management, highlighting key points and control outcomes. Clearly presents these elements in the context of different meetings or committees.

  • Effective management of subjects on several fronts: more particularly, proactively acts to anticipate possible difficulties and escalates to management where necessary

  • Team spirit: ability and desire to work as part of a team; will support others and build relationships within and outside of their immediate team; able to engage with the team on a global basis


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