MARKET AND CREDIT RISK - RISK ANALYST
Allianz
Milan
Workplace: OnsiteFull timeEUR 37,000 - 45,000Function: Banking, Lending & CreditExperience: 3-5 yearsEducation: mastersSkills: ["Collaboration","Process improvement","Analytical thinking","Communication"]Analyze market and credit risk for Allianz Italia investments, including calculation and analysis of Risk Capital results using internal and standard models. Oversee investment and Asset-Liability Management (ALM) risk, develop and calibrate models for Solvency II and internal steering, and manage model risk. Execute regulatory stress tests and contribute to internal/external risk reporting such as ORSA, driving process improvement and automation.
