Alm Analyst Milano

Alm Analyst
Milano
Lombardia, Milano

Generate financial scenarios: deliver both deterministic and stochastic scenarios for the SAA process for the Group and Local ALMSAA teams

- Contribute to the development and enhancement of models and tools to support ALM and SAA decisions;

- Perform analytical valuations and develop innovative investment strategies and solutions, with a focus on capital optimization, portfolio diversification, investment results maximization for P&C portfolios and where applicable to Life portfolios

- Develop Strategic Asset Allocation (SAA) for P&C portfolios based on robust asset-liability analysis;

- Prepare and present of SAA proposals to Senior Management;

- Interact with Finance, Actuarial and Risk functions on ALM/SAA topics.

Key responsibilities:

- The P&C ALM unit is part of the Asset & Liability Management and SAA team, within the Group Chief Investment Officer function, and works in conjunction with the sub teams Solutions and Investment Management for AG holding.

- The Chief Investment Officer function is accountable for the investment strategy and performance across all asset classes of approximately € 400bl of general account assets belonging to Generali Group insurance companies located in 60 different countries.

- The unit will consist of 6 resources including the head, plus resources based in Local Countries reporting to the different Local Chief Investment Officers, reporting in solid to the Group Chief Investment Officer

- Master degree in finance, actuarial science, statistics or similar quantitative field;

- Up to 5 years' working experience, preferably with a financial, capital/risk management, insurance or actuarial background of insurance companies or consulting firms;

- strong coding skills in one or more of the following: R, Matlab, Prophet, Python, Visual Basic, C/C++

- good level of English language, both written and spoken;

- good knowledge and experience of:

- financial modeling and capital markets' instruments, including derivatives;

- portfolio management and optimization;

- Solvency II framework;

- accounting and insurance regulation;

- excellent attitude for analytical analysis and creativity;

- proactive approach, strong collaboration skills and teaming ability and good presentation skills.