Nikhil Teja

About Nikhil Teja

Experienced Investment Associate with a demonstrated history of working in the investments industry. Skilled in Strategic Asset Allocation, Asset and Liability Modelling and Risk Management including regulatory discussions. Strong finance professional with a Master of Business Administration (MBA) focused in Finance, from IMT Ghaziabad and also a CFA, FRM.

Experience

1. Senior Investment Associate

   AXA XL

   Dec 2020 — Present · Hamilton, BM

   Part of the core investments strategy team having $40bn investment portfolio with expertise in diverse aspects.Capital Modelling: Market and credit risk evaluation for group as well as legal entities with good understanding of- Internal capital models including ESG platforms; primarily Conning’s GEMS and Moody’s- Stochastic asset class models for rates (CIR), spreads (JLT), equity (heston with jumps), and other bespoke models for structured (Agency MBS, CMBS, ABS, etc) and illiquid assets: hedge funds, private equity (basis desmoothing techniques), etc- Standard regulatory models like BSCR, Solvency II SF, AMBest rating model; and secondary knowledge of S&P rating model, SST- Validation testing requirements including backtesting, sensitivity analysis, materiality tests, benchmarking, scenario, etc.Also, quite experienced with regulatory and external validator related interactions on annual capital modelling submissions.ALM/SAA: Good expertise of asset allocation exercises at ALM level including- Asset class modelling - Liabiity modelling: Experiences in developing liability side models using multi-year strategic plan; inclusive of reserve risk, premium risk (with CAT), credit risk for liabilities, inflation and rate risk over a multi-year horizon- Optimization process and models (Mean variance approach, stochastic optimizer using ML algos)- Duration Gap, convexity gap, PV01 and Solvency ratio sensitivity analysisAnalysis and benchmarking of peer investment portfolios via total return/risk assessment, NII attribution, financial statement analysis and earning call review

Education

• Manipal Institute of Technology

  Bachelor of Engineering (BE), Electrical and Electronics Engineering

  2007 — 2011

• IMT Ghaziabad

  Master of Business Administration (MBA), Finance, General

  2013 — 2015

• Rennes School of Business

  Master of Business Administration (M.B.A.), Exchange student

  2014 — 2014