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
• Investment and Asset-Liability Management (ALM) risk oversight
• Development and calibration of models for Solvency II and internal steering purposes
• Model Risk Management
• 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)...