01 April 2018
01 October 2019
AXA INVESTMENT MANAGERS
3317€ (Non-contractual allowance laid down by decree and order, whose amount may vary in particular depending on the changes to the reference scale, the location of the position and the cases for deductions set out in the texts)
We are an active, long-term, global, multi-asset investor focused on enabling more people to harness the power of investing to meet their financial goals. By combining investment insight and innovation with robust risk management we have become one of the largest asset managers in Europe, managing €717bn in assets as of the end of 2016. We employ about 2,400 people around the world and operate out of 22 countries.
We are proud to foster a high-performance culture, which means that we seek to recruit and retain people who are not only technically-skilled but also globally-minded, innovative and able to leverage their unique perspectives and life experiences to support our success as a company.
•Under the supervision of the Senior Expertise Risk Manager in charge of Rosenberg Equities, provide independent oversight and assessments of Model risks, which the investment platform may be directly or indirectly exposed to.
•Act as a contact point between the investment platform and Global Risk Management on Model Risk
•Report to AXA IM risk and controls committees (Global Risk Committee, Local Control Committee, and Investment Committee) on such risks.
•Assist the SERM in performing regulatory duties.
•Participate to periodic risk reviews: Independent Investment Model Validation, model risk assessment, independent investment risk monitoring.
•Definition, monitoring and implementation of independent model validation plans for all key models impacting the quantitative investment process: Scope of testing, priorities, documentation, methodology, testing framework, acceptance criteria and periodic/ad hoc review of critical model changes.
•BS in Mathematics, financial mathematics or computer science, MS/MBA is preferred.
•6 months to 2 years of experience in a financial institution or an asset manager.
•Experience in risk management (front office or control function).
Knowledge and Skills:
•Portfolio management and risk techniques.
•Asset management regulation.
•Model risk management.
•Programming: Matlab, SQL, Python, SAS, Excel/VBA (Java, Eiffel a plus)
•Vendor analytics: BARRA / Aegis, Risk Metrics, FactSet (Intex, Sophis, Bloomberg, Capital IQ and other data vendors, vendor API libraries or trading analytics a plus)
•Language: English (French is a plus)
•Strong analytical skills.
•Display initiative to engage into discussions with investment professionals and risk colleagues.
•Strong sense of integrity.
•Ability to articulate and present complex issues to a non-expert audience.
•Pragmatic, result-oriented, autonomous.
This is a 18 months VIE located in Orinda (California) starting in February 2018.
Avant de postuler, veillez à vérifier les conditions d’éligibilité pour cette destination http://www.civiweb.com/FR/le-volontariat-international/conditions-du-VIE.aspx
Le visa requis dans le cadre d’une mission VIE est en effet soumis à des conditions de formation et/ou d’expérience