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Senior Quantitative Risk Expert

Senior Quantitative Risk Expert

AllianzDublin, Ireland
21 days ago
Job description

Responsibilities

  • Recovery Plan, ORSA Process and annual risk capital planning : Manage and coordinate key risk processes with internal and external stakeholders.
  • Scenario Analyses & Stress Testing : Conduct scenario analyses and stress testing of key risks in conjunction with the ORSA Report, Recovery Plan and Top Risk Assessments.
  • Quantitative Risk Limit Framework : Further develop the quantitative risk limit framework to effectively mitigate risks in close collaboration with the business and support adherence to thepany's risk appetite.
  • Capital Management Initiatives and Projection : Provide advanced contributions to capital management initiatives and the SII steering squad.
  • Internal Model Risk Capital Production : Analyse andmunicate the movements in risk capital arising from each Closing run under the Internal Model.
  • Innovation : Develop state-of-the-art solutions for risk management, control and mitigation.

What We Offer

  • An integral role within a highly respected and international Risk Management team.
  • A supportive environment that values collaboration and innovation.
  • Opportunities for professional growth and development.
  • The chance to make a significant impact on Allianz plc's risk management strategies.
  • A tailored scope of responsibilities that can be adjusted to fit your strengths and career aspirations.
  • Essential Experience

  • Proven 5+ years of experience in risk management or actuarial roles, with Solvency II experience an advantage.
  • Third level graduate of a relevant Actuarial, Mathematics, Physics orparable quantitative-technical discipline
  • Excellent collaborative attitude.
  • A proactive approach to problem-solving and decision-making.
  • Persistent attitude towards identifying best possible approaches to reflect and model risks.
  • Excellentmunication, project management and report-writing skills.
  • Regulatory Notice

    Appointment to this role will be subject to the requirements provided for by the Central Bank of Ireland. This role is a Control Function (CF2) and is subject to F&P Standards. This includes the requirements provided for by the Central Bank (Individual Accountability The successful candidate will be provided with the relevant Conduct Standards (including Additional Conduct Standards) training, where required.

    Allianz plc. is regulated by the Central Bank of Ireland.

    58405 | Risk Management | Professional | Non-Executive | Allianz Ireland | Full-Time | Permanent

    Allianz Group is one of the most trusted insurance and asset managementpanies in the world. Caring for our employees, their ambitions, dreams and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow and to shape a better future for our customers and the world around us. We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in. We therefore wee applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation. Great to have you on board. Let's care for tomorrow. Job ID 58405

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    Senior Quantitative • Dublin, Ireland