Capital Modelling Analyst
Gurgaon, Haryana, India
AXA XL is the Property & Casualty risk division of AXA, created from the acquisition of XL Catlin in 2018. We partner with mid-sized to multinational clients to take their business further, with more than 30 lines of business to offer solutions for existing and emerging risks. With 9,000+ colleagues based in approximately 30 countries we can serve clients in more than 200 countries. The key purpose of the role is to support the Capital Modelling team in its coding, data transformation and modelling needs.
What you’ll be DOING
What will your essential responsibilities include?
Capital Modelling:
• Support the calibration, running, maintenance, development and validation of the Internal Model across AXA UK (Health, Personal Lines & Commercial lines). The principal tool used is ReMetrica.
• Support the production of insurance risk assumptions calibrations for AXA UK
• Support the development and maintenance of the Internal model to ensure compliance with the risk measurement requirements evolving within local regulatory rules




• Develop and maintain loss forecasting risk models
• Working in advance R/Python in in development of risk models and to visualise and understand risk distributions and interpret / translate to impact on the business
• Manage the processing of detailed financial accounting data into a suitable format for entry into the capital models
• Participate and contribute to group working parties and develop appropriate model evolution plans for implementation
• Assist in meeting regulatory and other requirements to secure ongoing approval for the AXA UK components of the internal model used for capital assessment
• Other ad-hoc tasks requiring coding expertise

Risk Management
• Ensure an effective insurance risk management system which complies with Group and Local policy requirements and those of the regulator.
• Supporting the capital assessment process – see above.
• Assisting in the development and em

📌 Capital Modelling Analyst (Gurugram)
🏢 Axa
📍 Gurugram