Financial Engineer (200006TT)

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Job description

Job Purpose
Propose long-term investment solutions adapted to the investors objectives, risk appetite and constraints in an Asset-only or Asset-Liability contexts:
o Different types of investors: pension and retirement funds, insurers, corporates, Family offices
o AXA group and entities (Unit linked, retirement, P&C and Life business)
• Consider local investment regulations: Pension fund regulations (e. g. FtK), insurers (e. g. Solvency II, etc.), Retirement in France ("Loi Pacte")
• Build optimal strategic allocations integrating fixed income, equity and alternative asset classes and using our internal simulation tool
• Create financial products that meet market demand (e.g. Target Maturity funds, algorithmic strategies, Total return, Solvency II solutions, etc.)
• Produce research analyses on investment themes and the construction of solutions
• Present, explain and defend solutions in calls for tenders' documents response or during client meetings
• Develop digital solutions using technology to enhance and disseminate financial engineering solutions as effectively as possible
• Interact with the different teams involved in the solutions construction
o Within AXA IM: fund management teams, sales and RFP teams, product specialists, quants, research and risk teams, technology teams
o Within AXA companies: investment department, ALM team, risk, retirement savings
o Within the AXA Group: Group Risk Management, ALM

Main missions
• Propose and promote innovative investment solutions adapted to the needs of the client, through responses to calls for tenders and investment advice to insurance companies:
o Understand the client's investment objectives, risk profile, investment environment (insurance balance sheets management, pension funds, etc.)
o Define the client's investment constraints and specificities (asset/liability management, regulation, accounting constraints, etc.)
o Determine an investment solution that meets these specifications

• Support the sales teams efforts (insurance companies, distributors and institutions, call for tenders):
o In the understanding of client needs,
o Provide the right solutions within the right time frame
o Write the technical parts of calls for tenders and other technical studies
o Provide technical support during communications with clients, with a speech adapted to the technicality of the interlocutors
• Monitor market developments closely, in particular changes in accounting standards and the prudential framework, in order to better understand investors' needs and build appropriate investment solutions
• Develop the Financial Engineer tools:
o Development of innovative digital solutions based on financial engineering capabilities
o Technical monitoring on the modelling of financial assets, simulation tools and portfolio construction and optimization methods in collaboration with the Quant team
o Asset classes calibration
o New Investment and hedging strategies
o Consider investors specifities
o Familiarization with the system and data infrastructure

Profil

Education
The candidate must have a strong quantitative background that allows him/her to understand and master
o The principles of portfolio optimization and asset allocation,
o Modeling of financial instruments (Modeling principle, Monte Carlo simulation, calibration of parameters, etc.)
Experience
The candidate must have genuine professional credibility in the asset management, banking or insurance industry

Knowledge and skills
• A good understanding of ALM issues with a mastery of liability-based management techniques, duration matching, cash-Flow matching, balance sheet management …
• A project management approach since he/she will be responsible for the analysis delivery and will have to work in collaboration with various departments within AXA IM

Personal skills
• Collaboration, strong communication skills, flexibility and reactivity to be able to adapt to the different clients and teams of AXA IM, the group and the 3rd party clients
• Fluent English