Junior Data Scientist (m/f/d) in Global Asset Liability Management Team

Allianz Investment Management SE

Member of the Global ALM and Strategic Asset Allocation Team in Munich. The job is primarily focused on developing quantitative methods, Machine learning algorithms and tools to support asset-liability management of Life/Health (L/H) investment portfolios.

##Develop expertise in L/H actuarial cash-flow models. Perform ALM analysis by simulating various what-if scenarios (e.g. changes in asset allocation) in the cash-flow models and analyzing the impact on various KPIs (e.g. Solvency- II, IFRS 9/17).~crlf~##Apply Machine learning techniques (supervised and unsupervised, such as gradient boosting and deep learning) for risk / return optimization for L/H portfolios. Develop and maintain end-to-end software prototypes (e.g. in Python/R). ~crlf~##Further develop existing analytical models and tools to evaluate investment strategies and asset allocation decisions in L/H portfolios. ~crlf~##Cooperate and share data science best practices with other teams within AIM and Operating Entities located in different countries.~crlf~

Qualifications~crlf~##Master Degree in Finance, Economics or Quantitative subjects~crlf~##Very good IT and programming skills; knowledge of Python, Visual Basic, C/C++ or other programming languages is a plus~crlf~##First experience with Machine learning techniques~crlf~##Fluent English written and spoken; knowledge of German and/or another language is a plus~crlf~ ~crlf~Skills~crlf~##1-3 years of experience in investment function of insurance, banking or asset management company~crlf~##Good knowledge of capital markets, financial modeling and instruments including derivatives~crlf~##Good understanding of portfolio optimization techniques, accounting and insurance regulation~crlf~##Strong team player, responsible and dependable with entrepreneurial attitude~crlf~##Good presentation and communication skills~crlf~

Entry date at 01.12.2021 or later, Full-time

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. Join us. Let’s care for tomorrow.~crlf~~crlf~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.

Allianz Investment Management (AIM) is the investment management arm of the Allianz Group, responsible for managing the risk/return profile of its EUR 750 bn investment portfolio. Our global network of more than 500 employees in over 60 countries is organized in regional hubs located in Munich, Milan, Minneapolis, Paris, and Singapore. It offers multifaceted career opportunities for outstanding investment talents. AIM provides the perfect opportunity to embark on or continue your international career.

If you are interested in the position described above and think you have the right profile, please submit your full application documents (incl. CV, certificates, references and motivation letter) at www.allianz.com/careers.~crlf~~crlf~AIM continues to grow and supports its employees to do the same. We believe that work should be rewarding, and that good work should be rewarded. We offer opportunities and strive for excellence. And our actions are guided first and foremost by high ethical standards and our sense of commitment to society. Everyone is welcome to apply, regardless of gender, ethnicity, age, nationality, religion, or disability.~crlf~~crlf~


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We take good care of you in an environment that allows you to achieve a healthy work-life balance.
Benefit from discounts on insurance products, participation in company profits, share purchase options and long-term pension commitments.
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We develop, steer and implement the investment strategy for Allianz Group globally, following a multi-asset approach for insurance assets of our clients of more than 660bn EUR.