Asset Liability Management & Strategic Asset Allocation Analyst

Descrizione dell'offerta

Generali is a major player in the global insurance industry – a strategic and highly important sector for the growth, development and welfare of modern societies

Over almost 200 years, we have built a multinational Group that is present in more than 60 countries, with 470 companies and nearly 80,000 employees. Our Group aims to become the standard bearer and industry leader in the European retail insurance market, building on our existing base of 50 million retail clients, out of an overall total of 72 million

Investment Asset and Wealth Management Business Unit handles the investments of Generali insurance companies worldwide.

Within the BU, Generali Investment Management Solutions (GIMS) steers the investments of Generali insurance companies worldwide. Within GIMS, the Global ALM/SAA team has the main task of defining the strategic asset allocation of the Group as well as of the individual portfolios, fitting with the liability requirements and overall risk/return appetite.

The candidate will be a member of the Global ALM/SAA team based in Milano (Italy), with the following duties:

· Develop Strategic Asset Allocation (SAA) for the Life and P&C portfolios based on robust asset-liability analysis
· Support in the development and enhancement of models and tools to support ALM and SAA decisions
· Perform analytical valuation and make proposals on investment strategies for insurance portfolios using ALM models, including risk-adjusted valuation
· Preparation and presentation of proposals to Senior Management
· Interact with Finance, Actuarial and Risk functions on ALM/SAA topics

Profilo richiesto

Qualifications :

The ideal candidate will meet the following requirements:

Qualifications

·  Master Degree in Finance, Actuarial/Statistical sciences or Quantitative subjects; CFA, PhD or Actuarial Certification are a plus
·  Good programming skills; knowledge of Prophet, Matlab, Visual Basic, C/C++ or other programming languages is a plus
·  Fluent in English written and spoken

Experience

·  1-3 years experience in ALM function or similar of large insurance companies or consulting firms
·  Understanding of insurance products and insurance business model
·  Basic Knowledge of financial modelling and capital markets' instruments, including derivatives
·  Basic Knowledge of portfolio management and optimization, accounting and insurance regulation
·  Good communication and presentation skills
·  Ability to formulate and solve problems, independent thinking and entrepreneurship

Personal Skills

·  Strong presentation skills
·  Strong team player, responsible and dependable
·  Ability to formulate and solve problems, independent thinking and entrepreneurship