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Alm analyst

Milano
Generali Group
Pubblicato il 16 dicembre
Descrizione

Generate financial scenarios: deliver both deterministic and stochastic scenarios for the SAA process for the Group and Local ALMSAA teams - Contribute to the development and enhancement of models and tools to support ALM and SAA decisions; - Perform analytical valuations and develop innovative investment strategies and solutions, with a focus on capital optimization, portfolio diversification, investment results maximization for P&C portfolios and where applicable to Life portfolios - Develop Strategic Asset Allocation (SAA) for P&C portfolios based on robust asset-liability analysis; - Prepare and present of SAA proposals to Senior Management; - Interact with Finance, Actuarial and Risk functions on ALM/SAA topics. Key responsibilities: - The P&C ALM unit is part of the Asset & Liability Management and SAA team, within the Group Chief Investment Officer function, and works in conjunction with the sub teams Solutions and Investment Management for AG holding. - The Chief Investment Officer function is accountable for the investment strategy and performance across all asset classes of approximately € 400bl of general account assets belonging to Generali Group insurance companies located in 60 different countries. - The unit will consist of 6 resources including the head, plus resources based in Local Countries reporting to the different Local Chief Investment Officers, reporting in solid to the Group Chief Investment Officer - Master degree in finance, actuarial science, statistics or similar quantitative field; - Up to 5 years’ working experience, preferably with a financial, capital/risk management, insurance or actuarial background of insurance companies or consulting firms; - strong coding skills in one or more of the following: R, Matlab, Prophet, Python, Visual Basic, C/C++ - good level of English language, both written and spoken; - good knowledge and experience of: - financial modeling and capital markets’ instruments, including derivatives; - portfolio management and optimization; - Solvency II framework; - accounting and insurance regulation; - excellent attitude for analytical analysis and creativity; - proactive approach, strong collaboration skills and teaming ability and good presentation skills.

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