Risk Manager in Quantitative Risk

AP Solutions GmbH; Paris; Sur place; EUR 50 000 - 90 000; Plein temps

Résumé du poste

An established industry player seeks a Risk Manager in Quantitative Risk to oversee global risk responsibilities. This role requires a strong technical background and experience in financial services, focusing on risk management and regulatory compliance. You will engage with stakeholders, lead quantitative model development, and provide insights to drive business decisions. The company values personal and professional growth, offering various development programs and a supportive work environment. If you are passionate about risk management and eager to make a significant impact, this opportunity is perfect for you.

Prestations

Flexible work-life balance

Professional development programs

Health and wellbeing programs

International mobility opportunities

Qualifications

• 4-8 years of experience in Risk Management with ambition for seniority.
• Profound understanding of regulatory capital and Solvency II Regulation.

Responsabilités

• Lead development of quantitative models and data analytics for internal stakeholders.
• Provide decision makers with quantitative risk data analysis and reports.

Connaissances

Risk Management

Quantitative Analysis

Data Interpretation

Regulatory Capital Knowledge

Stakeholder Engagement

Coaching and Mentoring

Fluency in English

Formation

Master’s degree in Actuarial Mathematics

Master’s degree in Engineering

Master’s degree in Statistics

Master’s degree in Finance

Outils

Microsoft Excel

Microsoft Word

Microsoft PowerPoint

Description du poste

Risk Manager in Quantitative Risk

What you do

As Risk Manager in Quantitative Risk, you will report directly to the Head of Quantitative Risk and will have global coverage responsibility. Your typical background is an advanced technical degree with deep practical experience in the technical risk area within a financial services company. The typical functional areas include financial, Investment / ALM and credit analysts; standard and/or internal model owners, validators and result analysis; actuarial analysis of PC underwriting and accumulation risks.

• Performs and reports quarterly SII closings in Allianz Group systems: Minimum Capital Requirement (MCR), SCR for Allianz Partners Subgroup and its insurance LEs.
• Contributes to Risk related Regulatory Reports: QRT, ORSA, RSR, SFCR.
• Contributes to SII ORSA and Planning Dialogue related projections and stress tests: ROE, SCR, Financial limits, BCoR for Allianz Partners Subgroup and its insurance LEs. Contributes to Strategic Dialogue/Planning Dialogue with specific Risk inputs (simulations, projections, stresses).
• Contributes and engages in all relevant LoB1 specific topics and is a reliable Single Point of Contact (SPOC) for the LoB1 Heads of Risk for any Quantitative risk matters.
• Contributes to apply Allianz Partners’ Risk Strategy and Risk Appetite, i.e., limit monitoring.
• Contributes to capital steering and capital optimization process (dividend capacity calculations, reinsurance optimization).
• Provides decision makers with Quantitative risk data analysis and risk reports on patterns, findings, and trends to drive business decisions and resolve business issues.
• Leads the research, development and implementation of quantitative models and data analytics approaches to address various issues for the organization's internal stakeholders.
• Handles complex requests from business stakeholders and management for data interpretation and analysis approaches.
• Provides Quantitative risk impact analysis to key stakeholders and provides metrics to validate the performance of existing strategies, recommending changes where necessary.
• Shares best practices through coaching and mentoring around core methods, data visualization standards and analysis processes.

What you bring

• Master’s degree in Actuarial Mathematics, Engineering, Statistics or Finance.
• 4-8 years of experience in Risk Management with ambition for seniority level.
• Profound understanding of regulatory capital and Solvency II Regulation, relevant quantitative Solvency II experience.
• Understanding of KPIs relevant for risk and return such as OP, NI, ROE, SCR.
• Risk Management or internal control accreditation or Auditing or Accounting qualification with focus on IFRS and SII.
• Understanding and knowledge of best practices and trends in Enterprise Risk Management and internal control frameworks.
• Strong IT user skills, very good user knowledge of Microsoft (Excel, Word, PowerPoint).
• Fluency in English.

What we offer

Our employees play an integral part in our success as a business. We appreciate that each of our employees are unique and have unique needs and ambitions, and we enjoy being a part of their journey.

We are there to empower and encourage you with your personal and professional development, ensuring that you take control by offering a large variety of courses and targeted development programs. All that in a global environment where international mobility and career progression are encouraged. Caring for your health and wellbeing is a key priority for us. This is why we build Work Well programs to provide you with peace of mind and give the flexibility in planning and arranging for a better work-life balance.

71475 | Risk Management | Professional | Non-Executive | Allianz Partners | Full-Time | Permanent

Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams, and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, grow, and shape a better future for our customers and the world around us.

We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love, or what you believe in.

We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability, or sexual orientation.

Join us. Let's care for tomorrow.