MARKET AND CREDIT RISK MANAGER
Allianz
Milano, IT
5 gg fa

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 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

    Qualification :

    Investments, Actuary, Risk Management or equivalent background with

    strong quantitative / analytic skill preferably with 8+ years of

    experience in investments linked to insurance business.

    The candidate must have 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 English knowledge.

    Workplace : Milano

    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. Both genders may apply in

    accordance with the L. 903 / 77 (s.m.i).

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