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Market Risk Analyst (F/M)
Under the direct responsibility of the Group Risk Controlling Manager, The Market Risk Analyst will :~crlf~- Support the SCR calculation and reporting processes with the assessment and analysis of market risks, both with the Standard and with the Internal models,~crlf~- Support the SCR calculation and reporting processes with the assessment and analysis of risks arising from pension funds~crlf~- Support the Investment team with market risk related questions (e.g. impact of new investments on the SCR, approval of limit increases, etc),~crlf~- Contribute to model validation (notably for market risk models)~crlf~- Contribute to the optimization and automation initiatives aiming a improving the closing processes, ~crlf~- Contribute to team projects (e.g. machine learning based modelling projects)
- Produce market risk related capital requirements based on the Standard Model and on the Internal Model, ~crlf~- Prepare detailed market risk movement analyses and participate to the production of closing deliverables,~crlf~- Prepare movement analyses on risks arising from pension funds,~crlf~- Design, develop and implement tools to facilitate risk analyses,~crlf~- Prepare ad-hoc risk capital impact assessments and analyses (e.g. to support investment decisions).~crlf~
> Technical skills and experience:~crlf~* 3 years of proven experience in a similar position~crlf~* VBA mandatory, R and/or Python a plus~crlf~* Proven knowledge of SII requirements~crlf~~crlf~> Interpersonal Skills:~crlf~* Team player~crlf~* Problem solver~crlf~* Analytical thinker~crlf~* Details oriented~crlf~* Ability to convey complex messages in a simple way~crlf~~crlf~> Academic Background:~crlf~* MSc in actuarial sciences, computer sciences/big data, finance, statistics or maths~crlf~
Allianz is the home for those who dare – a supportive place where you can take the initiative to grow and to actively strengthen our global leadership position. By truly caring about people – both its 100 million private and corporate customers and more than 147,000 employees – Allianz fosters a culture where its employees are empowered to collaborate, perform, embrace trends and challenge the industry. Our main ambition is to be our customers’ trusted partner, instilling them with the confidence to grow. If you dare, join us at Allianz Group.~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.
Euler Hermes, the world’s leading provider of credit insurance services, helps its customers around the globe to trade wisely and develop their business safely. With 6,000 employees from more than 70 nationalities, in over 50 countries, Euler Hermes offers a complete range of services for the management of B-to-B trade receivables.~crlf~Euler Hermes has developed a credit intelligence network to analyze the financial stability of 40+ million businesses across the globe. Euler Hermes, a company of Allianz, is rated AA by Standard & Poor’s.~crlf~At Euler Hermes, we are committed to support our employees in every step of their professional journey, provide tailor-made development programs and open gateways to international opportunities. We encourage them to take ownership and accountability, and to dare to make a difference!~crlf~For more information visit http://www.eulerhermes.com/
If you are interested in the position above and think you have the right profile please follow the online application process. For more detailed information on the company and our career opportunities please go to our website: http://www.eulerhermes.com/careers/.~crlf~~crlf~
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