Risk Analyst on Asset Management Activities

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/86cwrc

The Group Risk Operating Framework (Group ROF) is part of the Group Enterprise Risk Management function which reports directly to the Group CRO. Its mission is to ensure that the risk management framework is operating effectively across Generali organization.

In order to strengthen its capabilities and reinforce the steering and control on Asset Management (AM) business, the Group ROF function is looking for a Risk Analyst whose main mission will be to support the setting-up of specific controls on AM activities, among which:
• identification of relevant Key Risk Indicators (KRIs) to be monitored at fund level, e.g. SCR, credit default, market volatility, etc. depending on the specific asset classes being considered;
• analyses at fund level on the evolution of such KRIs vs predefined model portfolios;
• definition of early warning indicators to anticipate the potential impacts on the Insurance Portfolios of relevant deviations from such model portfolios;
• strengthening the monitoring on particular asset classes such as Alternative funds, ABS (e.g. CLOs, MBS, etc.)



and Real Assets funds (e.g. Private Debt, Private and Infrastructure Equity, Real Estate);
• reporting and disclosure to Senior Management and/or to relevant Administrative Management or Supervisory Boards.

The candidate will ideally also be involved in the existing Group risk management frameworks to investigate and deep-dive connections and implications with the main risks to which the Insurance portfolios are subject to; more in details, the candidate would support the following enhancement of the Investment Risk framework:
• mapping of the AuM managed by Group AM Companies, distinguishing between Generali Portfolios (Own, Shared, Customer Risk) and Third-Party;
• partaking to the definition of appropriate risk-adjusted KPIs, considering the risk indicators adopted to monitor investment risks within the Insurance Portfolios;
• follow-up on the effective riskiness of specific investment initiatives v

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/86cwrc