Pricing Monitoring Specialist - Risk Management

Descrizione del lavoro:

The Risk Management Department of Allianz S.p.A. is looking for a Market and Credit Risk Specialist, expert in Investments and Financial topics, to join the Pricing Monitoring Unit.

KEY ACTIVITIES:

* Asset Pricing Monitoring and Independent Validation of the relevant pricing methodology
* Second level of controls on assets prices
* Consistency assessment of the valuation approaches and the effectiveness of the independent review processes carried out by the departments in charge of the asset valuations
* Consistency assessments through the application of appropriate alternative methodologies (eg: reperforming, benchmarking, etc)
* Assessment on the correct functioning of the first level controls put in place by departments in charge of the asset valuations
* Independent validation, both either at the initial set-up or subsequent revision phase, of Mark-to-Model /Alternative Methodology models used by departments in charge of the asset valuations within the investment process
* Reporting of afore mentioned results, controls evidence and independent validation to relevant Committees
* Support investment and risk assessment activities

KEY REQUIREMENTS/SKILLS/EXPERIENCE:

* Master's Degree in Economics, Finance, Physics, Mathematics, or equivalent
* Investments, risk management, pricing, quantitative development or equivalent background with strong quantitative/analytical skills, preferably with 1-3 years' experience
* Technical skills and expertise on pricing methodology related to both financial instruments and alternative assets (Corporate Bonds, Real Estate, Private Equity, etc.)
* Knowledge on info provider Bloomberg
* Technical knowledge with programming skills (such as Python and VBA) as well as familiarity with statistical software and databases
* 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)

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)