Risk Analyst

The Risk Management Department of Allianz S.p.A. is looking for a Life Underwriting Risk manager.

KEY ACTIVITIES

• Calculation and analysis of Life Underwriting Risk Capital results with both the Allianz Internal Model and Standard Formula and translation in business steering, focus on mortality, longevity, morbidity, lapse and cost risks for life business.
• Run and parameterization of the Life stochastic cashflow model, including assessment of appropriateness.
• Design and calculation of Stress Tests for Life underwriting model, including documentation and related governance.
• Projections of the Solvency Capital Requirement for Life Underwriting Risks supported running the Life Stochastic cashflow model.
• Analysis of cross effect risks with strong interaction with other Risk Teams.
• Assessment on new life products from risk capital absorption and support to the Reinsurance as risk mitigation for life business.
• Overseeing the monitoring of the Risk Appetite limits for the life segment.

KEY REQUIREMENTS/SKILLS/EXPERIENCE

• Master’s Degree in Statistics, Statistical and Actuarial Sciences, Physics, Mathematical Engineering or equivalent.
• Risk Management, Actuarial Life area, or equivalent background with strong quantitative/analytical skills (e.g. 0-2 years of experience).
• Technical knowledge or at least a keen interest in working with life actuarial software (preferably RAFM)
• Good overview over life business drivers and processes
• Fluent in Italian and English (written and spoken)

38945 | Risk Management | Entry Level | Allianz Italy | Full-Time | Permanent
 

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. 
We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation.
Join us. Let's care for tomorrow.

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