(Junior) Market Risk Analyst (m/f/d) in Group Risk
Within Allianz SE, Group Risk (GR) is in charge of managing risks to bolster Allianz's financial strength and to support value-focused~crlf~company leadership. As such Group Risk is responsible for monitoring and reporting on the Group's overall risk profile, and thus ensuring that individual Allianz companies adhere to the Group's risk governance principles. Our risk framework covers approximately 100 entities worldwide providing risk measures, analysis and reports to 400 - 600 direct users.~crlf~~crlf~Within Group Risk, the Market Risk Analytics team is covering the areas of financial risk and capital management as well as the maintenance and development of group-wide Internal Model with focus on real-world scenario generation, risk aggregation and tax modeling. In the field of financial risk and capital management the team is responsible for all questions related to risk capital steering, in particular on Group and local target capitalization levels, Return on Risk Capital and market risk limit framework. It is also responsible to challenge and follow-up on all new investment strategies, in particular on SAA related, hedging and ALM topics. The perfect candidate should be comfortable with both areas of responsibility, leveraging synergies and supporting to Group Risk's value creation.
##Support closing activities, planning dialogue and Solvency II projections from risk side. Joint development of methodologies, tools and processes, challenge OE deliveries and interpret Group results~crlf~##Perform regular deep dives on market risks and hedging strategies: equity, interest rates, spreads, FX, etc. and report the results and recommendations to the GFRC~crlf~##Contribute to Solvency II internal model development/ change/ update/ validation and suitability assessments~crlf~##Drive projects related to digitalization of team activities and corresponding productivity improvement~crlf~##Provide support to all team activities~crlf~
Qualification ~crlf~##University degree in mathematics, physics, economics or alike with strong quantitative focus~crlf~##Actuarial exam, CFA qualification, PRM/FRM or equivalent is a plus~crlf~##Fluent in Business English (written & spoken) is mandatory~crlf~##Advanced knowledge of standard software (Excel, Power Point, Word incl. VBA)~crlf~##Good knowledge of at least one programming languages (Java, R, Python & MatLab) is a plus~crlf~ ~crlf~Experience & Key skills~crlf~##Strong analytical skills which allow to interpret quantitative data and translate outcome of quantitative analysis into clear statements or recommendations~crlf~##Strong understanding of risk management concepts, quantitative risk methods and valuation models, notably market risk & asset liability interaction~crlf~##Structuring to a large extent own work / analysis and executing work plans efficiently~crlf~##High level of commitment and interest to work in a dynamic and demanding environment~crlf~##Knowledge of insurance business and Solvency II regulation is a plus~crlf~##Working experience within an financial services environment, consulting firm or Risk Management Department is a plus~crlf~
Senior Recruiter: Ms. Sabrina DiClemente Phone: +49 (0)89 3800- 69518~crlf~Please submit your applications only via the tool (blue button above).
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 SE is the global headquarters of the Allianz Group. Our employees reflect the Group's geographic and functional diversity. Located in Munich, Allianz SE provides the perfect opportunity to start or continue with your international career.
Please submit your complete application documents (incl. CV, certificates, references and motivation letter)~crlf~~crlf~We are looking forward to receiving your application on www.allianz.com/careers.~crlf~~crlf~Allianz SE is committed to employment equality and therefore welcomes applications from all people regardless of gender identity and/or expression, sexual orientation, race or ethnicity, age, nationality, religion, disability, or philosophy of life.~crlf~~crlf~
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