Senior Risk Analyst (m/f/d) - Focus Market 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 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 IM.
Responsibility for development and validation of the Internal Model. Focus on central market risk and life insurance liability representation in the risk capital calculation including model calibration, data processes and prototyping activities.~crlf~##Providing subject matter expertise in all aspects of Allianz’s risk capital models~crlf~##Refining risk capital internal model methodology including prototyping activities (based on Python, R & Java)~crlf~##Analysis and improvement of replicating portfolio optimization approach/results for life insurance liability representations~crlf~##Provide support to operating entities in financial closing~crlf~##Continuously seeking improvements in data flow, informational value, and market practice benchmarks~crlf~##Specifying changes, co-ordinate implementation and testing within Risk Platform~crlf~##Liaising with internal and external auditors, regulators and top management~crlf~
Qualification ~crlf~##University degree in mathematics, physics, economics or alike with strong quantitative focus~crlf~##High level of analytical abilities~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, PowerPoint, Word incl. VBA)~crlf~##Knowledge of risk-related systems and programming languages (Java, Python, R) is an advantage~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~##Good understanding of interaction between financial risk and insurance risk~crlf~##General knowledge of Solvency II and in particular experience with the replicating portfolio concept for insurance liabilities is a plus~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 & regulators~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 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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