Pricing Analyst - Allianz - Milan

Job description

The Pricing Analyst will perform the following activities in the Pricing Unit:

Fair value modelling (Mark to Model or Alternative Valuation Method) for illiquid financial instruments
Pricing analysis and fair value calculation for liquid and illiquid financial instruments
Test on Hedge effectiveness for Derivatives
First level controls on pricing of financial instruments provided by third parties
Determine the appropriate classification of financial instruments within the fair value hierarchy under IFRS13
Preparing reports on control activities for the Price Monitoring Unit and Valuation Representative

KEY REQUIREMENTS/SKILLS/EXPERIENCE

Master's degree in Economics, Mathematics or similar
2+ experience in financial/banking/insurance sector
Good Knowledge of financial markets and pricing sources of financial instruments
Knowledge of valuation methods and models of financial instruments
Knowledge of the main Data Provider used in market practice (i.e. Bloomberg)
Knowledge of the main Financial Instruments
Experience with Investment accounting software – SOFIA - would be considered an advantage
Strong technological, analytical and quantitative mind-set and skills; basics of Data Analytics/Data Reporting
Knowledge of Accounting standards (IFRS and Local GAAP) and insurance regulations would be a plus
Ability to work in a team and to interact with different stakeholders
Comfortable with working with tight deadlines
Good organizational, multi-tasking and time management skills
Fluent in Italian and English