Senior Risk Analyst (m/f/d) - Focus Market Risk, Aggregation & Real-World Models in Group Risk
Group Risk is responsible for pre-emptive monitoring and reporting of the risk profile for defined Allianz entities across the segments Insurance, Banking and Asset~crlf~Management. Adherence to the Groups’ governance principles is the overarching target.~crlf~Operating excellence of this framework plays a key role to comply with future Solvency II standards. The position of a senior risk analyst is focusing on the risk capital calculation and reporting within Group Risk IMR.
Responsibility for development and validation of the Internal Model, specifically market risk, risk aggregation and tax linked to the simulation models used for risk capital estimation, model calibration & data processes.~crlf~##Providing subject matter expertise in all aspects of Allianz’s risk capital models~crlf~##Managing correlation settings process and ensuring positive definiteness of the correlation matrix for real world scenario generation for the internal model risk capital calculation~crlf~##Developing/refining risk aggregation framework for financial, insurance and credit risk~crlf~##Refining risk capital internal model methodology including prototyping activities~crlf~##Continuously seeking improvements in data flow, informational value, and market practice benchmarks~crlf~##Liaising with internal and external auditors, regulators and top management~crlf~##Coordination for Profit and Loss Attribution (PLA) stream including coordination of major stakeholders~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, Access, Word incl. VBA)~crlf~##Knowledge of risk-related systems and programming languages (Java, R, Python & MatLab) is a plus.~crlf~ ~crlf~Experience & Key Skills:~crlf~##Very good understanding of risk management concepts, quantitative risk methods and valuation models, notably market risk & asset liability interaction~crlf~##Excellent understanding of insurance finance interaction is mandatory~crlf~##Experience with risk systems and risk reporting~crlf~##Solvency II and regulatory knowledge is a plus~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~##Strong communication skills and confidence in dealing with senior management~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 equity and therefore welcomes applications from men and women regardless race or ethnicity, age, nationality, religion, disability, sexual orientation or philosophy of life.~crlf~~crlf~
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