Market And Credit Risk

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MARKET AND CREDIT RISK - RISK ANALYST
Job Purpose & Role
The Risk Management department of Allianz Italia is looking for a Market and Credit Risk Analyst to deal with investments/financial risk topics.
Key Responsibilities
The Market and Credit Risk Management team is responsible for the following activities:
- Calculation and analysis of Risk Capital results using both Internal and Standard models
- Investment and Asset-Liability Management (ALM) risk oversight
- Development and calibration of models for Solvency II and internal steering purposes
- Model Risk Management
- Support for risk-based investment decisions and business steering
- Design and execution of regulatory stress tests
- Collaboration and support across teams, business units, and actuarial functions
- Contribution to internal and external risk reporting (e.g. ORSA)
- Processes improvement and automation

Key Requirements / Skills / Experience
- Master’s degree in quantitative finance, statistics, mathematics, physics, actuarial science, or a related discipline




- 3-5 years of experience in insurance or related fields, with a focus on risk management, actuarial topics, or investments is highly desirable
- Good understanding of Solvency II framework is preferable
- Excellent knowledge of Office 365
- Advanced proficiency in Python and SQL is required, while experience with VBA and/or other programming languages (e.g., C++) will be considered a valuable asset
- Fluency in Italian and English, written and spoken

Pursuant to Article 5(1) of Legislative Decree No. 96 of 7 May 2026, as amended and supplemented from time to time, the range applicable to the position offered is between € 37.000 gross and € 45.000 gross.
Employment will be subject to the terms and conditions set forth in the National Collective Labor Agreement for Insurance Companies and the applicable Company Agreement.
The final determination of the starting remuneration will be based on an evaluation of the candidate’s qualifications, ski

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7p0w3r