Quantitative Asset Allocation Specialist
Pubblicato il 01-08-2026 - Generali in Milano
The Asset Allocation & LDI Structuring team is part of the Generali Asset Management Investment Function. The team supports the implementation of the investment strategy for all portfolios managed by GenAM and employs quantitative methodologies to perform asset allocation analyses on both existing and new products.
As quantitative asset allocation specialist, you will play a crucial role in developing and implementing advanced data models to optimize our investment strategies and manage asset-liability risks.
You will work closely with portfolio managers, analysts, and other stakeholders to analyze financial data, identify trends, and provide actionable insights that drive investment and risk management decisions.
Key Responsibilities
Develop and maintain predictive models to enhance the accuracy and efficiency of asset allocation, portfolio optimization, and asset liability management
Support the definition and ensure the implementation of the investment strategy defined by the Head of Investments and the Investment Committee across various portfolios and asset classes
Develop new software and applications aimed at supporting the overall investment process (both for asset-only and LDI oriented clients)
Generate and test investment ideas, analyzing their coherence with the overall portfolio strategy
Analyze large datasets to identify patterns, trends, and correlations that inform investment and risk management decisions
Monitor and evaluate the performance of investment strategies and make data-driven adjustments as needed
Collaborate with portfolio managers to understand their needs and provide data-driven recommendations
Stay up-to-date with the latest developments in data science, finance, and technology to continuously improve our models and processes
Requirements
Master's degree (or equivalent) in Mathematics, Physics, Mathematica Engineering, Quantitative Finance, or a related field
1–3 years of professional experience in quantitative analysis, financial modeling, data science, or related quantitative activities, preferably gained within the asset management, investment, banking, insurance, or broader financial services industry
Strong programming skills in Python and solid proficiency in Microsoft Office applications. Knowledge of SQL, database management systems, Visual Basic, C/C++, or Java is considered a plus
Demonstrated interest in financial markets and investments through academic studies, professional experience, personal projects, or research activities
Previous experience as a Portfolio Manager, Investment Analyst, Quantitative Analyst, or in a similar financial role is considered a strong advantage
Postgraduate qualifications in Finance (e.G., Master's degree in Finance, CFA Program, FRM, or equivalent) or the willingness to pursue such certifications are highly appreciated
Fluency in English, both written and spoken
The role is offered within the 3° Area Competente category, under the National Collective Labour Agreement for the Banking Sector (CCNL Credito) and the applicable Company Collective Agreement (Contratto Integrativo Aziendale).
The starting gross annual salary is €******. The final offer will reflect the candidate's professional experience and the technical and interpersonal competences required for the position and may include an individual variable compensation component.
Additional benefits
Health insurance coverage
Supplementary pension scheme
Hybrid working arrangements (Smart?working)
Preferential access to Group products and services
Training programs and Learning platforms
Opportunities for internal and international mobility
As an Equal Opportunity Employer, Generali evaluates all applications based exclusively on objective and gender-neutral criteria, including skills, experience and potential, ensuring fairness and transparency throughout the selection process.
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