Financial Risk Management Actuary

**Job Description**:
**YOUR WORK ENVIRONMENT**:
Why AXA? Every day, we work together for human progress by protecting what matters. A mission that puts a smile on your face and makes you want to get up in the morning

One of the world's leading insurers in the protection of property, people and assets, AXA is 145,000 employees and contributors who are committed to our customers on a daily basis, 51 countries in which we distribute our products and services and more than 90 million customers who place their trust in us worldwide. As a responsible corporate citizen, AXA is committed to social and environmental causes on a daily basis. We are committed to an inclusive policy that recognizes and values individual differences. Do these ambitions speak to you? Then come and change the world with us

**YOUR ROLE AND RESPONSABILITIES**:
**Within the Group,** **you will join the AXA SA Risk Management department**. This department oversees the management of all risks potentially impacting AXA SA, the holding and internal reinsurance company of the AXA Group. It encompasses a team dedicated to the Operational risks and Internal Control, a team dedicated to the financial activities of the holding activity, a team dedicated to the financial risks of the reinsurance business and to transversal topics and a team focusing on technical and reinsurance risks.

Within this Department, **you will be part of the Financial risks and transversal processes team.**This team

**Your job and daily missions**:
The job exists to support the Financial risks and transversal processes risks team to model the new perimeters of business accepted by AXA SA from Life and Health companies. The objective of the position is to be adequately staffed for all necessary Risk Management duties around the risks present in this new paradigm for AXA SA.

The ability of the person in charge to combine technical expertise and excellent communication is key for succeeding in the role.

KEY ACCOUNTABILITIES
- Contribute to annual regulatory reports (ORSA and Model Validation report) by participating in ORSA risk projections, performing validation tests on market and credit (Fixed income) risk on the extended perimeter,
- Compute the Market and Credit risks capital requirements under Internal Model and Standard formula for Capital Management reinsurance on Life and Health business,
- Produce all key Solvency 2 deliverables related to Capital Management reinsurance on Life & Health business : technical documentation, Data Quality mapping, validation tests, QRT, KMP, Risk Appetite metrics, projected Solvency Capital requirement on financial risks (market and credit risks),
- Produce the Solvency II risk metrics (Standard Formula SCR and Internal Model STEC) from data upload and data quality checks to the analysis of variation by risk module and sub module,
- Support the pricing team in the studies linked to the life business in term of financial risk charges and impacts,
- Liaise with local entities to ensure the data quality of assets/derivatives and suggest auditable local data quality controls,
- If needed, perform DFA run with Sunrise to derive required data for solvency calculations,
- Ensure the proper P&L attribution for financial risks,
- Perform the sensitivity analysis of Eligible Own Funds to market and credit risk factors,
- Prepare 2nd Opinions related to financial risks (potentially: SAA and ALM studies, Investment Plan, etc) on Life & Health business,
- Participate in Internal Model Application Pack for the extension to the Capital Management reinsurance on Life & Health business.

**YOUR PROFILE**:
**Let’s talk about you**:
Technical and professional skills:

- Strong expertise in asset / investment management and ALM, or in financial risk management for the insurance industry,
- Good knowledge of Solvency II metrics, balance sheet and good understanding of Solvency II regulation,
- Good Knowledge of (re)insurance business,
- A knowledge of Life modelling tools (Sunrise) would be a plus,
- Good knowledge of R or Python and VBA languages,
- Project management capacities,
- At ease to work in English or fluent in English.

Soft skills:

- Proven high reliability, quality and timeliness of deliverables,
- Ability to work autonomously as well as with a team,
- Organizational skills,
- Ability to interact with a wide range of correspondents at various levels of management including Financial, reporting and ALM teams in addition to auditors,
- Proficient writing and communicating skills (delivery of presentations, documentations),
- Ability to build strong relationships and business partnering.

**WHY JOIN US**:
You will join:

- A responsible company, towards people, including its employees and customers, and towards the planet
- A company with strong values
- A company promoting internal mobility and the training of its employees
- A company offering many benefits (learn more here: Reward & Benefits | AXA Group)
- A flexible company, allowing hy