The Risk Management department of Allianz Italia is looking for a Market and Credit Risk Manager, expert in investments and financial topics.
The Market and Credit Risk Management team cover the following areas of responsibility: Risk Capital and Investment-ALM risk: - Calculation and Analysis of Risk Capital results with the Allianz Internal Model - Development & parameterization of the model for Solvency II and internal steering purposes - Calculation of standard formula and comparison to the internal model - Development of related infrastructure for the calculation process - Model & parameter documentation and related governance including exchange with intra company expert teams - Translation of risk capital results in business steering Risk Management activities: - Actively follow risk management topics in the following business process: o ALM o Special Risk monitoring o Input for strategy question - Design and calculation of Stress Tests - Input/interaction for qualitative Risk management and the investment risk team for ALM relevant topics - Interaction with business and actuarial functions - Overall risk management for subsidiaries - Internal and external risk reporting/ORSA - Reporting to Allianz SE Group KEY REQUIREMENTS/SKILLS/EXPERIENCE - Investments, Actuary, Risk Management or equivalent background with strong quantitative/analytic skill preferably with 8+ years of experience in investments linked to insurance business.
- Sound technical knowledge with programming skills, such VBA, SQL as well as familiarity with working with statistic software and data bases; knowledge of the insurance balance sheet and risk capital concepts.
- A good overview over life business processes would be an advantage.
- Fluent Italian and English knowledge.
56492 | Risk Management | Professional | Allianz Italy | Full-Time | Permanent Allianz Group is one of the most trusted insurance and asset management companies in the world.
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Let's care for tomorrow.Both genders may apply in accordance with the L. 903/77 (s.m.i).
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