Alm Analyst - Milano, Italia - Generali Italia
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 assetliability 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;
- Solvency II framework;
- Excellent attitude for analytical analysis and creativity;
- Proactive approach, strong collaboration skills and teaming ability and good presentation skills.
Altri lavori da Generali Italia
-
Addetto Consulenza Legale
Trieste, Italia - 1 settimana fa
-
Compliance & Afc Officer
Milano, Italia - 3 giorni fa
-
Workplace User Help-desk Manager
Milano, Italia - 2 settimane fa
-
Digital Platform Specialist
Milano, Italia - 1 settimana fa
-
IT Process
Mogliano Veneto, Italia - 3 giorni fa
-
Strategy & Post Merger Integration Manager
Milano, Italia - 3 settimane fa