Market And Credit Risk Manager Milano

Market And Credit Risk Manager
Milano
Lombardia, Milano

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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We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability, or sexual orientation.

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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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