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 covers the following areas of responsibility:Risk Capital and Investment-ALM risk:Calculation and Analysis of Risk Capital results with the Allianz Internal ModelDevelopment & parameterization of the model for Solvency II and internal steering purposesCalculation of standard formula and comparison to the internal modelDevelopment of related infrastructure for the calculation processModel & parameter documentation and related governance including exchange with intra company expert teamsTranslation of risk capital results in business steeringRisk Management activities:Actively follow risk management topics in the following business processes: ALM, Special Risk monitoring, Input for strategy questionsDesign and calculation of Stress TestsInput/interaction for qualitative Risk management and the investment risk team for ALM relevant topicsInteraction with business and actuarial functionsOverall risk management for subsidiariesInternal and external risk reporting/ORSAReporting to Allianz SE GroupKEY REQUIREMENTS/SKILLS/EXPERIENCEInvestments, Actuary, Risk Management or equivalent background with strong quantitative/analytic skills, preferably with 8+ years of experience in investments linked to the insurance business.Sound technical knowledge with programming skills, such as VBA, SQL, as well as familiarity with working with statistical software and databases; knowledge of the insurance balance sheet and risk capital concepts.A good overview of life business processes would be an advantage.Fluent Italian and English knowledge.56492 | Risk Management | Professional | Allianz Italy | Full-Time | PermanentAllianz Group is one of the most trusted insurance and asset management companies in the world.
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