Senior expert (m/f/d) on SII modelling of L/H portfolios - Independent Validation Unit 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. In this context, the Independent Validation Unit is the central global validation function, being responsible for independently validating internal models across many risk types in the context of Solvency II.~crlf~~crlf~In your role as a L/H senior expert you support the Independent Validation Unit team with validating models related to L/H business. You will be the main contact person for our Operating Entities with regards to governance and modelling questions related to L/H business. In addition, the generation of the Group Annual Validation Report will be under your responsibility.
Your tasks and responsibilities will involve~crlf~ ~crlf~##performance of validation tests and statistical analysis of e.g. L/H cash-flow modelling, Economic Scenario Generation, Replicating Portfolios or Cross-Effects ~crlf~##review and challenging of analysis provided by model owner~crlf~##writing validation reports~crlf~##supporting the model change process in terms of validation~crlf~##preparing presentations for senior management on validation results~crlf~##coordinating group-wide the generation of the Annual Validation Report and contributing to ORSA, SFCR, RSR~crlf~
Qualification:~crlf~##Completed master studies in finance, mathematics or in related fields~crlf~##Actuary qualification~crlf~##Fluent in English (German and other languages would be a plus)~crlf~ ~crlf~Experience and Key skills:~crlf~##5+ years professional experience as a L/H actuary in the context of Solvency II~crlf~##Strong technical skills~crlf~##Strong communication and interpersonal skills~crlf~##Proficient in MS Office (MS Excel, MS Access, MS PowerPoint)~crlf~##Expertise in statistical software (e.g. R, SAS) and profound IT knowledge (e.g. SQL, VBA) is a plus~crlf~
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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