MARKET AND CREDIT RISK - RISK ANALYST

Job description

Job Purpose & Role
 
The Risk Management department of Allianz Italia is looking for a Market and Credit Risk Analyst to deal with investments/financial risk topics.

Key Responsibilities 

The Market and Credit Risk Management team is responsible for the following activities:
•    Calculation and analysis of Risk Capital results using both Internal and Standard models
•    Calibration of models for Solvency II and internal steering purposes
•    Investment and Asset-Liability Management (ALM) risk oversight
•    Support for risk-based investment decisions and business steering
•    Design and execution of regulatory stress tests
•    Collaboration and support across teams, business units and actuarial functions
•    Contribution to internal and external risk reporting (e.g. ORSA,RSR,SFCR) 

 
Key Requirements / Skills / Experience 

•    Master’s degree in quantitative finance, statistics, mathematics, actuarial science, or a related discipline
•    3 - 4 years of experience in insurance or related fields, with a focus on risk management, actuarial topics, or investments is highly desirable
•    Good understanding of Solvency II framework would be a plus
•    Familiarity with programming languages such as Python, SQL, or VBA
•    Excellent knowledge of Office 365 
•    Ability to work independently as well as engage and interact with different stakeholders
•    Fluency in Italian and English, written and spoken