Senior Analyst
Pubblicato il 15-08-2026 - Altro in Milano
Within the ALM and Investment Risk, we are looking for a Senior ALM and Investment Risk Analyst to support the Switzerland & France unit, within the Global Investment Management function.
The ideal candidate will have a strong analytical background, experience in ALM or investment risk, and a solid understanding of insurance products and investment portfolios.
Key responsibilities of the role will include:
Perform ALM analysis and monitoring at Group level, defining criteria and tools for conducting the activity at Local level, also supporting and supervising the LCIO functions.
Develop and enhance ALM models, tools, processes and methodologies to perform ALM and Investment Risk analysis and monitoring.
Support the Strategic Asset Allocation (SAA) process, providing key strategic drivers, targets and constraints at portfolio level.
Perform risk-return assessments at portfolio level.
Contribute to first level risk controls at local level, supporting the implementation of investment risk oversight processes.
Collaborate with internal stakeholders (CIO, CRO, Actuarial and Insurance teams)
to ensure consistency in ALM methodologies and investment risk frameworks.
Prepare and deliver ALM & Investment risk reports for internal committees and senior management.
Stress testing and scenario analysis.
Assessment of capital and solvency impacts of investment strategies and business initiatives.
Identification of emerging risks and definition of mitigation actions.
Requirements Master’s degree in finance, actuarial science, statistics, economics or a similar quantitative field.
Minimum 5 years of experience in financial risk management, capital/liquidity management, ALM, or actuarial roles, preferably in the insurance or consulting industry.
Strong background in:
Life valuation metrics and actuarial models.
Financial modeling and capital markets instruments.
Regulatory framework: Solvency II and IFRS9/17.
Proficiency in one or more of the following tools: MATLAB, Python, R, Pro