Risk Manager in Quantitative Risk, Allianz

Allianz

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Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

As Risk Manager in Quantitative Risk, you will report directly to the Head of Quantitative Risk and have global coverage responsibility. Key responsibilities include performing quarterly SII closings, contributing to risk-related regulatory reports, and implementing quantitative models. You will also support capital steering, provide risk analysis for decision-makers, and engage in various key stakeholder discussions. The role offers opportunities for career growth and work-life balance in a diverse and inclusive environment.

Job Responsibility:

Performs and reports quarterly SII closings in Allianz Group systems: Minimum Capital Requirement (MCR), SCR for Allianz Partners Subgroup and its insurance LEs
Contributes to Risk related Regulatory Reports: QRT, ORSA, RSR, SFCR
Contributes to SII ORSA and Planning Dialogue related projections and stress tests: ROE, SCR, Financial limits, BCoR for Allianz Partners Subgroup and its insurance LEs
Contributes to Strategic Dialogue / Planning Dialogue with specific Risk inputs (simulations, projections, stresses)
Contributes and engages in all relevant LoB1 specific topics and is reliable Single Point of Contact (SPOC) for the LoB1 Heads of Risk for any Quantitative risk matters
Contributes to apply Allianz Partners’ Risk Strategy and Risk Appetite, i.e. limit monitoring
Contributes to capital steering and capital optimization process (dividend capacity calculations, reinsurance optimization)
Provides decision makers with Quantitative risk data analysis and risk reports on patterns, findings, and trends to drive business decisions and resolve business issues
Leads the research, development and implementation of quantitative models and data analytics approaches to address various issues for the organization's internal stakeholders
Handles complex requests from business stakeholders and management for data interpretation and analysis approaches
Provides Quantitative risk impact analysis to key stakeholders and provides metrics to validate the performance of existing strategies, recommends changes where necessary
Shares best practices through coaching and mentoring around core methods, data visualization standards and analysis processes

Requirements:

Master’s degree in Actuarial Mathematics, Engineering, Statistics or Finance
4-8 years of experience and Risk Management Skills at ambition for seniority level
Profound understanding of regulatory capital and Solvency II Regulation, relevant quantitative Solvency II experience
Understanding of KPI´s relevant for risk and return such as OP, NI, ROE, SCR
Risk Management or internal control accreditation or Auditing or Accounting qualification with focus on IFRS and SII
Understanding and knowledge of best practices and trends in Enterprise Risk Management and internal control frameworks
Strong IT user skills, very good user knowledge of Microsoft (Excel, Word, PowerPoint)
Fluency in English

What we offer:

Personal and professional development programs
International mobility and career progression
Work Well programs for health and wellbeing
Flexibility in work-life balance planning

Additional Information:

Job Posted:
May 15, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Risk Manager in Quantitative Risk