Alm Analyst - Milano, Italia - Generali Italia

Generali Italia

Azienda verificata

Milano, Italia

4 giorni fa

Inviato da:

Piero Bianchi

Reclutatore di talenti per beBee

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;

- portfolio management and optimization;

- accounting and insurance regulation;

Excellent attitude for analytical analysis and creativity;
Proactive approach, strong collaboration skills and teaming ability and good presentation skills.