Job Description:

QUANTITATIVE SPECIALIST, INVESTOR REPORTING AND ANALYSIS

We are currently seeking a Senior analyst. The position will support the Alternative Capital group of AXA XL.

WHAT YOU’LL BRING

We’re looking for someone who has these abilities and skills:

• Education and training (bachelor’s degree) in mathematics, sciences or engineering desirable
• Experience in quantitative data analysis or comparable skills
• Strong technical skills and understanding of mathematical concepts.
• Working towards an actuarial designation a plus.
• Excellent excel and excel macro skills.
• Experience in programming / coding (with either specific knowledge or aptitude and willingness to learn MATLAB and SQL).
• Expertise in working with natural catastrophe vendor model outputs; implementation in a traditional reinsurer and ILS fund context is desirable.
• Dedicated and innovative professional who is able to juggle multiple requests and stay focused.
• Self-starter, demonstrates an entrepreneurial approach.
• Ability to work independently as well as a collaborative team member.
• Effective communication and relationship management skills.

WHO WE ARE

AXA XL, the P&C and specialty risk division of AXA, is known for solving complex risks. For mid-sized companies, multinationals and even some inspirational individuals we don’t just provide re/insurance, we reinvent it.
How? By combining a comprehensive and efficient capital platform, data-driven insights, leading technology, and the best talent in an agile and inclusive workspace, empowered to deliver top client service across all our lines of business property, casualty, professional, financial lines and specialty.
With an innovative and flexible approach to risk solutions, we partner with those who move the world forward.
Learn more at axaxl.com

What will your essential responsibilities include?

• Co-own (with other member of ILS team) preparation and delivery of investor reports for various alternative capital transactions. Responsibility for preparing all portfolio and risk analysis. Help Alternative Capital finance team with advanced analytics related to investor financial statements.
• Independently conduct portfolio analysis to help support investor communications on proactive basis.
• Collaborate with underwriters, actuaries, operations, and finance team members for data gathering and analytics, as well as clarifications.
• Perform ad-hoc analysis to support investor queries and other alternative capital needs.
• Co-own development and preparation of performance attribution.
• Own and lead development and maintenance of alternative capital system. Business lead managing external consultants for development of the system.
• Navigate data and solve data issues. Coordinate within Alternative Capital team and with various AXA XL functions to resolve any issues. Own maintenance of Alternative Capital analytics system. Ability to dig into data and understand impact on specific ILS strategy and investor reports.
• Help support alternative capital portfolio construction and portfolio management; owning part of the process
• Along with other members of Alternative Capital team, help with structuring and execution of new ILS transactions and product development, e.g. casualty and whole account ILS. Help with developing financial models and conduct stress testing and scenario analysis. Help with due diligence with new investors.

You will report to Head of Alternative Capital, AXA XL Enterprise.