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PRICING MONITORING SPECIALIST - RISK MANAGEMENT

Job Level:  Professional
Location: 

Milan, IT, 20145

Available until:  28/02/2023
Area of Expertise:  Risk Management
Unit:  Allianz Italy
Employing Entity:  Allianz Spa
Job Type:  Full-Time
Remote Job:  Not applicable
Employment Type:  Permanent
ID:  21806

The Risk Management Department of Allianz S.p.A. is looking for a Market and Credit Risk Specialist, expert in Investments and Financial topics, to join the Pricing Monitoring Unit.

 

KEY ACTIVITIES:

 

  • Asset Pricing Monitoring and Independent Validation of the relevant pricing methodology
  • Second level of controls on assets prices
  • Consistency assessment of the valuation approaches and the effectiveness of the independent review processes carried out by the departments in charge of the assets valuations
  • Consistency assessments through the application of appropriate alternative methodologies (eg: re-performing; benchmarking; etc)
  • Assessment on the correct functioning of the first level controls put in place by departments in charge of the assets valuations
  • Independent validation, both either at the initial set-up or subsequent revision phase, of Mark-to-Model / Alternative Methodology models used by departments in charge of the assets valuations within the investment process
  • Reporting of above mentioned results, controls evidence and independent validation to relevant Committees
  • Support market and credit risk activities

 

KEY REQUIREMENTS/SKILLS/EXPERIENCE:

 

  • Master’s Degree in Economics, Business Administration, Physics, Mathematical Engineering or equivalent
  • Investments, Risk Management, Consultancy or equivalent background with strong quantitative/analytical skills, preferably with minimum 5 years experience
  • Technical skills and expertise on pricing methodology related to both financial instruments and alternative assets (Infrastructure, Real Estate, etc.)
  • Knowledge on info provider Bloomberg/Refinitiv
  • Technical knowledge with programming skills (such as VBA, SQL, etc.) as well as familiarity with statistical software and databases
  • Fluent in Italian and English (written and spoken)

 

 

 


21806 | Risk Management | Professional | Non-Executive | Allianz Italy | Full-Time | Permanent
 

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. 
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.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation.
Join us. Let's care for tomorrow.

Both genders may apply in accordance with the L. 903/77 (s.m.i).