Senior ALM & Investment Risk Analyst - Switzerland & France

Generali Italia; Turbigo; Ibrido; EUR 70.000 - 90.000; Tempo pieno

Descrizione del lavoro

A leading global insurance provider is seeking a Financial Risk Management professional to join their team in Italy. The role involves performing ALM analysis, developing methodologies, and supporting strategic asset allocation. The ideal candidate should have a Master's degree in a quantitative field and at least 5 years of relevant experience in the insurance or consulting industry, particularly with financial modeling and regulatory frameworks. Proficiency in tools like Python and Matlab is essential, along with strong analytical skills.

Competenze

• Minimum 5 years of experience in financial risk management or ALM.
• Strong background in life valuation metrics and actuarial models.
• Proficiency in capital markets' instruments and regulatory frameworks.

Mansioni

• Perform ALM analysis and monitoring at Group level.
• Develop and enhance ALM models and processes.
• Support the Strategic Asset Allocation process.

Conoscenze

Analytical skills

Collaboration ability

Presentation skills

Problem-solving skills

Formazione

Master's Degree in Finance, Actuarial Sciences, Statistics, Economics

Strumenti

Matlab

Python

R

Prophet

Descrizione del lavoro

Job Description

Within the Global Investment Management (GIM) function, we are looking for a talented and proactive resource to join to support the Switzerland & France unit as part of the Group ALM and Investment Risk Assessment. The perimeter has combined insurance assets for >€ 100bn euro.

The ideal candidate will have a strong analytical background, experience in ALM or investment risk, and a solid understanding of insurance products and investment portfolios.

The job holder can be based both in Milan or Trieste.

Responsibilities

• Performing ALM analysis and monitoring at Group level, defining criteria and tools for conducting the activity at Local level, also supporting and supervising the LCIO functions
• Developing and enhancing ALM models, tools, processes and methodologies in order to perform ALM and Investment Risk analysis and monitoring
• Supporting the Strategic Asset Allocation (SAA) process, providing key strategic drivers, targets and constraints at portfolio level
• Contributing to first level risk controls at local level, supporting the implementation of investment risk oversight processes at local level
• Collaborating with internal stakeholders (CIO, CRO, Actuarial and Insurance teams) to ensure consistency in ALM methodologies and investment risk frameworks
• Preparing and delivering ALM & Investment risk reports for internal committees and senior managements

Requirements

• Master's Degree in Finance, Actuarial Sciences, Statistics, Economics or a similar quantitative field
• Minimum 5 years of experience in a financial risk management, capital/liquidity management, ALM, or actuarial roles, preferably in the insurance or consulting industry
• Strong background of: life valuation metrics and actuarial models, financial modeling and capital markets' instruments, regulatory framework: solvency II and IFRS9/17
• Proficiency in one or more of the following tools: Matlab, Python, R or Prophet
• Know-how of French and Swiss insurance products and local accounting rules will be considered a plus

Soft Skills

• Strong analytical and creative problem-solving skills
• Proactive, with strong collaboration abilities and teamwork skills
• Effective presentation skills
• Demonstrated ability to manage stress and work effectively in a dynamic international environment

Company Profile

Generali Group Head Office is the guidelining unit of the Generali Group, one of the largest global insurance and asset management providers. Established in 1831, Generali is present in over 50 countries in the world, with a total premium income of € 82.5 billion in 2023. With around 82,000 employees serving 70 million customers, the Group has a leading position in Europe and a growing presence in Asia and Latin America. At the heart of Generali’s strategy is its Lifetime Partner commitment to customers, achieved through innovative and personalised solutions, best-in-class customer experience and its digitalised global distribution capabilities. The Group has fully embedded sustainability into all strategic choices, with the aim to create value for all stakeholders while building a fairer and more resilient society.