PRICING MONITORING SPECIALIST - RISK MANAGEMENT

Job description

The Risk Management Department of Allianz S.p.A. is looking for a Market and Credit Risk Specialist, expert in Investments and Financial topics, to join the Pricing Monitoring Unit.

KEY ACTIVITIES:

• Asset Pricing Monitoring and Independent Validation of the relevant pricing methodology
• Second level of controls on assets prices
• Consistency assessment of the valuation approaches and the effectiveness of the independent review processes carried out by the departments in charge of the asset valuations
• Consistency assessments through the application of appropriate alternative methodologies (eg: reperforming, benchmarking, etc)
• Assessment on the correct functioning of the first level controls put in place by departments in charge of the asset valuations
• Independent validation, both either at the initial set-up or subsequent revision phase, of Mark-to-Model /Alternative Methodology models used by departments in charge of the asset valuations within the investment process
• Reporting of afore mentioned results, controls evidence and independent validation to relevant Committees
• Support investment and risk assessment activities

KEY REQUIREMENTS/SKILLS/EXPERIENCE:

• Master’s Degree in Economics, Finance, Physics, Mathematics, or equivalent
• Investments, risk management, pricing, quantitative development or equivalent background with strong quantitative/analytical skills, preferably with 1-3 years’ experience
• Technical skills and expertise on pricing methodology related to both financial instruments and alternative assets (Corporate Bonds, Real Estate, Private Equity, etc.)
• Knowledge on info provider Bloomberg
• Technical knowledge with programming skills (such as Python and VBA) as well as familiarity with statistical software and databases
• Strong attention to detail, problem‑solving mindset, and ability to work effectively in analytical and data‑driven environments
• Fluent in Italian and English (written and spoken)