Derivatives Analyst CRDB

Job description

The Concentration Risk Base (CRDB) is the AXA Group database that consolidates on a monthly basis all the physical assets and derivatives positions held by AXA entities. CRDB is used for key processes, such as but not limited to the internal model calculation (ie STEC computation) and is key component for computing the Group Solvency ratio.
The Reporting analyst will be responsible for production and coordination of CRDB reports with GRM group/State Street and ensuring the ongoing accuracy and consistency of data records keeping between our Front Office, Middle office and GRM guidelines.

Key Accountabilities

• Produce and lead the monthly CRDB report on Mutual Fund Look Through and CDS positions held by AXA operating units.

• Ensure the production of Risk reports, Financial reports and stress testing scenarios for AXA Group entities in monthly basis.

• Monitor monthly performance in the delivery of services as defined with AXA Group GRM and ensure consistency and accuracy controls on all key elements of the reporting

• Represent AXA IM in the quarterly CRDB Stakeholder meeting and ensure the follow up of all pending and open issues discussed in Quarterly meeting.

• Coordinate internally with CRM, Technology team and Data management on each new business request from AXA group GRM and then ensure the coordination externally with State Street for any new process implementation

• Work with internal business teams (including Operational Investment Support, Risk Management) to improve the ongoing quality of our derivatives record keeping

Desired profile

Qualifications :

Role Requirements

Education/Qualifications
• Master/Bac +5 Finance or equivalent
Experience
• Strong experience in an asset manager or investment bank
• Strong experience in the front office to middle office investment record keeping

Knowledge and Skills
• Advanced skills in Excel
• Experience with Front office tools
• Excellent knowledge of different investment instruments across both Securities, Derivatives and Alternative asset classes
• Excellent knowledge on Front to Back processes, on practice and market rules of all financial instruments
• Excellent communication skills, and fluent in English/French

Competencies
• Rigor, pragmatism and methodology
• Client centricity
• Dynamic and proactive attitude
• Capacity to influence the others and negotiation skills
• Positive attitude