Senior 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 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, hedging and ALM topics. ~crlf~ ~crlf~The Senior Market Risk Analyst should be comfortable with both areas of responsibility, leveraging synergies and supporting to Group Risk's value creation.
##Responsibility to perform regular deep dives on market risks and hedging strategies: equity, interest rates, spreads, FX, etc. and report the results and recommendations to the Group Financial Risk Committee.~crlf~##Responsibility for KPIs related to capital allocation, in particular Solvency-adjusted RoE. Own the methodology: align with senior management, communicate to operating entities and relevant Group Centers, coordinate planning and reporting processes. Communicate the results to Group Financial Risk Committee or Management Board. Establish necessary links to other related KPIs outside Group Risk responsibility, e.g. IFRS RoE.~crlf~##Support Solvency II closing activities, planning dialogue and projections from risk side. Joint development of methodologies, tools and processes, challenge operating entities deliveries and interpret Group results.~crlf~##Responsibility for supporting cross-functional projects and analysis on market risk topics.~crlf~##Drive projects related to digitalization of team activities and corresponding productivity improvement.~crlf~##Provide senior support to all team activities~crlf~
Qualifications~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, Access, Word incl. VBA)~crlf~##Knowledge of programming languages (Java, R, Python & MatLab) is a plus~crlf~ ~crlf~Experience & skills~crlf~## Excellent understanding of insurance business and Solvency II regulation~crlf~##Strong understanding of risk management concepts, quantitative risk methods and valuation models, notably market risk & asset liability interaction~crlf~##Strong analytical skills which allow to interpret quantitative data and translate outcome of quantitative analysis into clear statements or recommendations~crlf~##Ability to effectively communicate on all levels including senior management~crlf~##Working experience within an financial services environment, consulting firm or Risk Management Department~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~##Ability to establish and maintain internal and external working relationships with colleagues from different functions and cultures~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 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 85 million private and corporate customers and more than 142,000 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~Allianz is an equal opportunity employer. Everybody is welcome, regardless of other characteristics such as gender, age, origin, nationality, race or ethnicity, religion, disability, or sexual orientation.
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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