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Prof. Aymeric Kalife was the Head of Savings & Variable Annuities and deputy Group Life Chief Actuary at AXA Group, and an Associate Professor in Finance at Paris Dauphine University.
His career at AXA includes roles as Head of Savings & Variable Annuities and deputy Group Life Chief Actuary (2015-), Head of Unit-Linked Guaranteed Products (2012 - 2013) and Head of Structuring, Hedging and Modeling (2009 - 2011) at AXA Group Risk Management; and deputy Chief Risk Officer at AXA Hedging Services (2007 - 2009). Prior to AXA, Aymeric was a volatility analyst at Deutsche Bank, a hybrids derivatives structurer at Merrill Lynch, and a quant analyst in commodities derivatives at EDF and in interest rates derivatives at ABN AMRO.
His research interests are in hedging market liquidity risk for flow and structured products, variable annuities product design and hedging strategies, and the modeling of insurance products policyholders' behavior and longevity. He holds degrees from Polytechnique, HEC & ESSEC Business Schools, ENSAE, Sorbonne & Dauphine Universities.