Investment Risk Analyst

Investment Risk Analyst

Permanent Contract

France, Paris

AXA Investment Managers' teams have over 30 years' experience investing in real assets.

Our approach to investing and managing real assets is built on our unique 360 view of the real assets market, together with the strong convictions we have developed over past economic cycles. Our convictions drive our product development and shape our investment decisions. Together, they represent our long-term approach to value creation in real assets investment and management.

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.

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 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.

Investment Risk Analysts are leaders in risks identification and measurement, in regular interaction with business and risk committees. Candidate key responsibility will be to cover Fixed Income and some Alternative Credit businesses:

• Assess new "strategies" (funds/mandates, investment strategies, products/instruments) from a market/credit risk, a liquidity risk and a valuation risk standpoint.
• Define investment guidelines / analyse and validate remediation plan in regards with potential breaches.
• Maintain a broad awareness of portfolio risk positioning on an ongoing basis using third-party risk systems/models (RiskMetrics, etc) and internal systems ("LiPS" Liquidity risk system, etc), via a range of risk measures and decompositions.
• Continuously assess AXA IM risk control framework (coverage, quality) both from an AXA IM standard standpoint and a regulatory standpoint.
• Enhance AXA IM risk frameworks: coverage, indicators, stress testing, monitoring/risk reporting.

• 5 years or more experience in risk or portfolio management functions (Investment Banking, Asset Management).
• Very good understanding of all asset classes, derivatives and their risk modelling.
• IT background: ability to construct own monitoring/reporting tools and to enhance existing tools (VBA, Python, Access/SQL). Experience with standard risk analysis tools.
• Knowledge of Structured Credit, Riskmetrics and Tableau is a plus.
• Fluent English.
• 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.