Pricing Risk Analyst: Independent Valuation & Oversight

Allianz Italia; Milano; In loco; EUR 35.000 - 45.000; Tempo pieno

Descrizione del lavoro

Allianz Italia Pricing Monitoring Unit, part of the Risk Management Department, provides independent oversight and validation of pricing methodologies for financial instruments and alternative assets, coordinating with the investment department, external asset valuators, and relevant internal Committees to ensure robust governance.

The role requires a Master in Finance/Math/Stats, 1–3 years in investments or risk, Python and VBA skills, Bloomberg knowledge, and fluency in Italian and English;

Competenze

• Master's Degree in Finance, Physics, Mathematics, Statistics, or a related quantitative field.
• 1–3 years of experience in investments, risk management, pricing, quantitative development, or an equivalent background with strong quantitative and analytical skills.
• Programming skills in Python and VBA, as well as familiarity with statistical software and databases.
• Solid technical expertise in pricing methodologies for both financial instruments and alternative assets (Corporate Bonds, Real Estate, Private Equity, etc.).
• Knowledge of financial information providers, in particular Bloomberg.
• 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).

Mansioni

• Extrapolate and critically assess financial data and methodology documentation to support independent pricing oversight
• Validate the consistency of pricing methodologies with current market practice and internal standards
• Verify the correctness of financial data used within the pricing process
• Formulate alternative approaches to pricing methodologies and independently source market parameters
• Evaluate pricing correctness through reperforming and independent repricing exercises
• Assess the economic impact of independent repricing outcomes
• Monitor the first line of control in its pricing activities, ensuring compliance with applicable frameworks
• Liaise with the Investment Department and external entities responsible for asset valuation
• Report controls evidence, results, and independent validation findings to relevant internal Committees
• Support investment and risk assessment activities across the department

Conoscenze

Quantitative analytics

Python

VBA

Bloomberg

Fluent Italian and English

Attention to detail

Formazione

Master's Degree in Finance, Physics, Mathematics, Statistics, or a related quantitative field

Strumenti

Bloomberg Terminal

Descrizione del lavoro

Allianz Italia Pricing Monitoring Unit, part of the Risk Management Department, provides independent oversight and validation of pricing methodologies for financial instruments and alternative assets, coordinating with the investment department, external asset valuators, and relevant internal Committees to ensure robust governance.

The role requires a Master in Finance/Math/Stats, 1–3 years in investments or risk, Python and VBA skills, Bloomberg knowledge, and fluency in Italian and English;