MARKET AND CREDIT RISK - RISK ANALYST

Allianz Spa; Milano; In loco; EUR 45.000 - 65.000; Tempo pieno

Descrizione del lavoro

A leading insurance firm located in Milan is seeking a Market and Credit Risk Analyst. The successful candidate will be responsible for risk capital analysis, investment oversight, and regulatory reporting. A Master’s degree in quantitative finance or a related field, along with 3-4 years of experience in insurance or risk management, is preferred. Proficiency in programming languages like Python and SQL, as well as fluency in both Italian and English, are essential. This role offers a collaborative work environment focused on employee growth.

Competenze

• Master’s degree in quantitative finance, statistics, mathematics, actuarial science, or related discipline.
• 3-4 years of experience in insurance or risk management.
• Good understanding of Solvency II framework is a plus.
• Familiarity with Python, SQL, or VBA.

Mansioni

• Calculation and analysis of Risk Capital results.
• Calibration of models for Solvency II.
• Investment and ALM risk oversight.
• Support for risk-based investment decisions.
• Design and execution of regulatory stress tests.
• Contribution to internal and external risk reporting.

Conoscenze

Quantitative finance

Statistics

Mathematics

Actuarial science

Programming languages (Python, SQL, VBA)

Office 365

Stakeholder engagement

Fluency in Italian

Fluency in English

Formazione

Master’s degree in a related discipline

Descrizione del lavoro

MARKET AND CREDIT RISK - RISK ANALYST

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

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, to grow and to shape a better future for our customers and the world around us.

At Allianz, we stand for unity : we believe that a united world is a more prosperous world, and we are dedicated to consistently advocating for equal opportunities for all. And the foundation for this is our inclusive workplace, where people and performance both matter, and nurtures a culture grounded in integrity, fairness, inclusion and trust.

We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, social class, disability or sexual orientation, or any other characteristics protected under applicable local laws and regulations.

Join us. Let's care for tomorrow.

Both genders may apply in accordance with the L. 903 / 77 (s.m.i).