Expires soon Civiweb

VIE - JUNIOR QUANTITATIVE RISK MANAGER HF

  • USA
  • IT development

Job description



ETATS-UNIS(Orinda)
du01 décembre 2019au01 juin 2021(pour18mois)
ETABLISSEMENT :AXA INVESTMENT MANAGERS
REMUNERATION MENSUELLE :3522€ (indemnité non contractuelle fixée par décret et arrêté, dont le montant peut varier notamment en
fonction de l’évolution du barème de référence, de la localisation de la mission et des cas d’abattements prévus par les textes)

Job Purpose

Junior Quantitative Risk manager covering model risk for Rosenberg Equities.

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 on such risks.

Key Accountabilities

• 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.

Role Requirements
Education/Qualifications
• BS in Mathematics, financial mathematics or computer science, MS/MBA is preferred.
Experience
• 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: Python, Matlab, SQL, 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)

Competencies
• 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.

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 »

Make every future a success.
  • Job directory
  • Business directory