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Deputy of Hedge Risk Management

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RSK Risk Management
💼
AXA US
Background: AXA Equitable recently went through an IPO and became a publicly listed company. As part of the IPO process, senior management identified substantial additional investments to make within the Actuarial and Risk organizations in order to re-establish the foundation of the function post-IPO. Hedge Risk Management (HRM) as one of the key teams in the risk organization specifically has been charged with (a) oversight of the GMxB dynamic hedge program as well as the statutory overlay macro hedge program, (b) quantify and identify PnL drivers of the hedge programs through performance attribution and (c) derivative/hedge related strategy and model review and sign-off. This position offers a unique opportunity to shape a growing team and institute best practices at a company experiencing rapid and positive change.

The Deputy of Hedge Risk Management will assist Head of Hedge Risk Management exercise oversight of various hedge programs protecting AXA Equitable’s balance sheet. The role offers the opportunity to:
  • Build leadership skills through oversight of and nurturing the talents within the hedge risk management team
  • Gain exposure to other leaders within Risk and Finance
  • Develop intellectual capital – with a focus on VA hedging
Responsibilities include:
  • Lead developing and running tools to examine P&L through quantitative techniques. Gain insights into P&L drivers through in-depth knowledge of markets, instruments, positions and information gained through interactions with internal and external sources.
  • Leverage technical expertise within HRM to help streamline, optimize and adapt operational processes to keep pace with evolving strategies
  • Oversee daily HRM processes to support performance attribution reporting functions as well as hedge program monitoring
  • Participate in various quantitative projects as needed to help support overall HRM goals & objectives
  • Participate in technical reviews or studies on key topics related to risk management and hedging to help drive innovation
  • Build tools to help analyze complex problems related to risk, hedging derivatives and to support special projects
  • Partner, collaborate and communicate with various teams in order to build synergies & participate in cross functional projects
  • Maintain procedures and process-level documentation on various aspects of the Risk Management functions
  • Prepares and occasionally delivers presentation decks to management on hedging and derivatives topics
QUALIFICATIONS:
  • Minimum of Masters degree in a quantitative field such as Mathematics, Engineering, Statistics, or Financial Engineering
  • 5+ years of experience in risk at an insurance company or consulting firm
  • Excellent knowledge of fixed income, equity and FX derivatives, derivative pricing techniques and models, stochastic calculus, Monte Carlo simulation and other numerical methods
  • Experience with Variable Annuities with enhanced Guarantees (GMxB’s) and/or Universal/Variable/Indexed Life Insurance preferred
  • Strong programming skills (Excel, VBA required, C++/Python experience ideal)
  • Strong accountability, high integrity, diligent and self-starter work ethic, good organizational and project management skills
  • Detail-oriented, multi-tasking, strong oral and written communication skills
ABOUT AXA
We have been providing stability and reliability to our clients since 1859 to help them live their lives with confidence, to give them peace of mind, and enable them to realize their dreams for their loved ones and their legacy.

As an employer AXA is committed to creating an environment where everyone feels completely comfortable bringing their true selves to work every day. AXA US has been recognized and certified as a great place to work by the Great Place to Work Institute.

We provide our employees opportunities to move within our organization so they can grow their career and skills without ever having to leave AXA. Almost 40% of our open jobs are filled with current employees.

NOTE: AXA participates in the E-Verify program.

In addition to competitive compensation and an outstanding benefits package including 401 (k) and medical programs, we offer the opportunity for continued professional development in a congenial corporate environment.

AXA is committed to providing equal employment opportunities to our employees, applicants and candidates based on individual qualifications, without regard to race, color, religion, gender, gender identity and expression, age, national origin, mental or physical disabilities, sexual orientation, veteran status, genetic information or any other class protected by federal, state and local laws.

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