JR INVESTMENT MANAGER FOR ALM AND SAA

Junior Investment Manager (m/f) for Asset Liability Management (ALM) and
Strategic Asset Allocation
Allianz SpA, Milan


Allianz Investment Management (AIM) is the investment management arm of
the Allianz Group, responsible for managing the risk/return profile of
its EUR 780bn investment portfolio. Our global network of operations
spans from Munich and Stuttgart to Milan, Paris, Minneapolis and
Singapore and offers multifaceted career opportunities for outstanding
financial talents.

Junior Investment Manager (m/f) for Asset Liability Management (ALM) and
Strategic Asset Allocation
Allianz SpA, Milan

Job Purpose/Role
As an investment professional and a member of our team at AIM (Allianz
Investment Management) you will analyze, monitor and contribute to
steering the EUR 70bn investment portfolios of Allianz Spa, which is one
flagship carrier of the Allianz Group's global insurance business.
You will be in charge of different investment topics across the overall
portfolio and you will participate in the investment steering. To this
end, you will work together with different areas of expertise, spanning
from actuaries, investment managers and risk- as well as finance
controllers, located both locally and abroad.
In your position you will be involved in developing and implementing
strategic investment decisions based on quantitative modelling and a
deep understanding of the interaction between our insurance product
liabilities and the portfolio of assets covering them. You will derive
recommendations for the Strategic Asset Allocation based on
Asset-Liability Management (ALM) methods and tools, and you will analyze
their implications in terms of investment risks in the Solvency II
framework.

Key Responsibilities
In particular, your tasks will comprise:
Optimization of the Strategic Asset Allocation for the investment
portfolios based on Asset-Liability Management (ALM) tools and within
the boundaries of the Solvency II framework
Risk-factor decomposition of the investment portfolios and
identification of possible levers for their ongoing optimization
What-if strategic analysis, with reference to Assets and/or Liability
solutions and related economic impacts
Analysis of investment proposals for the top management with regard to
their ALM fit
Monitoring of the implementation of the approved Asset Allocation and
steering of the investment portfolios from an ALM perspective
Further development of proprietary ALM and investment risk management
tools
Support to the assessment and/or development of new Traditional Life
product concepts, with a special focus on their sustainability from an
ALM perspective, including liaising with the Risk and Actuarial
Departments
Cooperation with the Global Expert Teams for ALM and Risk within the
AIM global network

Key Requirements / Skills / Experience
Qualifications:
Master's degree in quantitative subjects, preferably Finance,
Economics, Financial Engineering or Actuarial Science
Further qualifications (e.g. PhD, CFA, MBA) beneficial
Eagerness to learn and interest to work in the Finance / Investment
area, with focus on both financial / risk modelling and capital markets
Up to 2-3 years working experience, ideally in the Finance / Investment
area, appreciated
Fluent Italian and English written and spoken; knowledge of other
languages is a plus
Deep knowledge of the Microsoft Office Tools (esp. mastery of Excel and
PowerPoint); good IT skills. Working knowledge of the Bloomberg software
and knowledge of programming languages are a plus
Entrepreneurship attitude, orientation towards technical excellence,
along with strong problem-solving capabilities
Strong team player attitude, including ability to work in flexible
teams and to establish a constructive working climate
Ability to work independently, to deal with separate work-streams at
the same time and to drive (cross-functional) projects involving
different local and/or international interfaces
Outstanding communication and presentation skills


Job start: March 2020
Permanent contract
Job location Milan

Allianz is the home for those who dare", a supportive place where you
can take the initiative to grow and to actively strengthen our global
leadership position.
By truly caring about people - both its 100 million private and
corporate customers and more than 147,000 employees - Allianz fosters a
culture where its employees are empowered to collaborate, perform,
embrace trends and challenge the industry.
Our main ambition is to be our customers' trusted partner, instilling
them with the confidence to grow. If you dare, join us at Allianz Group.

Both genders may apply in accordance with the L. 903/77



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