Risk Manager in Quantitative Risk

Join to apply for the Risk Manager in Quantitative Risk role at Allianz Partners

2 days ago Be among the first 25 applicants

Join to apply for the Risk Manager in Quantitative Risk role at Allianz Partners

Get AI-powered advice on this job and more exclusive features.

What You Do
As Risk Manager in Quantitative Risk will report directly to the Head of Quantitative Risk and will have global coverage responsibility. Your typical background is an advanced technical degree with deep practical experience in technical risk area within a financial services company. The typical functional areas include financial, Investment/ALM and credit analysts; standard and/or internal model owners, validators and result analysis; actuarial analysis of PC underwriting and accumulation risks.

• 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

What You Do
As Risk Manager in Quantitative Risk will report directly to the Head of Quantitative Risk and will have global coverage responsibility. Your typical background is an advanced technical degree with deep practical experience in technical risk area within a financial services company. The typical functional areas include financial, Investment/ALM and credit analysts; standard and/or internal model owners, validators and result analysis; actuarial analysis of PC underwriting and accumulation risks.

• 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

What You Bring

• 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
Our employees play an integral part in our success as a business. We appreciate that each of our employees are unique and have unique needs, ambitions and we enjoy being a part of their journey.
We are there to empower and encourage you with your personal and professional development ensuring that you take control by offering a large variety of courses and targeted development programs. All that in a global environment where international mobility and career progression are encouraged. Caring for your health and wellbeing is key priority for us. This is why we build Work Well programs to providing you with peace of mind and give the flexibility in planning and arranging for a better work-life balance.
71475 | Risk Management | Professional | Non-Executive | Allianz Partners | 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.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Sales

• Industries

  Financial Services and Insurance

Referrals increase your chances of interviewing at Allianz Partners by 2x

Sign in to set job alerts for “Risk Manager” roles.

Sr. Risk Manager, Transportation, Risk, and Compliance

Senior Risk Manager, Trustworthy Shopping Experience

(Junior) Consultant Risk & Compliance (w/m/d)

(Senior) Consultant Risk & Compliance (w/m/d)

Senior Risk Manager, Trustworthy Shopping Experience

Experienced Risk Management Expert (f/m/d) – Financial Services Audit

Risk Manager / Valuation professional Infrastructure Equity (m|w|d)

(Junior) Consultant Risk & Compliance (w/m/d)

Specialist Financial Risk Management (m/f/d)

Experienced Risk Management Expert (f/m/d) – Financial Services Audit

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.

#J-18808-Ljbffr