MARKET AND CREDIT RISK MANAGER

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 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 processes: ALM, Special Risk monitoring, Input for strategy questions 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 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 | Permanent Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams, and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow, and to shape a better future for our customers and the world around us. We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love, or what you believe in. We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability, or sexual orientation. Join us. Let's care for tomorrow. Both genders may apply in accordance with the L. 903/77 (s.m.i). J-18808-Ljbffr

Location: provincia-di-milano, IT

Posted Date: 11/27/2024