Quantitative Risk Analyst

1 day ago


Dublin, Ireland Allianz Popular SL. Full time

Are you a skilled quantitative professional with a passion for risk management? Do you thrive in dynamic environments where your expertise directly influences critical business decisions? If so, why not consider an opportunity on our Quantitative Risk team at Allianz plc as a Quantitative Risk Analyst.

Reporting to the Head of Quantitative Risk, you will play a pivotal role in the Risk Management Function (RMF). Your key responsibilities will include:

- Risk Capital Management: Ensuring optimal allocation and management of risk capital.
- Scenario Analysis & Accumulation Risk Management: Conducting thorough scenario analyses and managing accumulation risks to inform strategic decisions.
- Monitoring & Reporting: Regularly monitoring and reporting on risk metrics to provide actionable insights.
- Internal Model Development & Validation: Continuously developing and validating Allianz plc’s Internal Model to maintain its robustness and compliance.

With the increasing complexity of financial markets, regulatory changes, and the evolving risk landscape, this role has gained heightened significance, offering you the opportunity to provide essential input for key business decisions.

At Allianz Ireland, our Risk Management Function is dedicated to supporting the business by delivering cutting-edge solutions for managing, controlling, and mitigating risks. By joining our Quantitative Risk team, you will be at the forefront of shaping our risk management strategies and ensuring our continued success in a rapidly changing world. We recognize the unique strengths each team member brings and are committed to creating a role that aligns with your skills and career goals.

Role Information

The position is based in Allianz House, Elmpark, Merrion Road, Dublin 4 and also offers the opportunity to work from home under the new Allianz hybrid working model.

Key Responsibilities

- Quarterly Closing, Projection, and Annual Planning: Manage the quarterly closing, projection, and annual planning of Internal Model risk capital. Prepare associated reports for management and the Allianz plc Risk Committee in cooperation with the Allianz Group Risk function located in Germany.
- Capital Management Initiatives: Provide advanced contributions to capital management initiatives.
- Scenario Analyses & Stress Testing: Conduct scenario analyses and stress testing of key risks. Further develop the quantitative risk limit framework to effectively mitigate risks in close collaboration with the business and support adherence to the company’s risk appetite.
- Internal Model Calibration & Validation: Calibrate the Allianz plc Internal Model for individual risk types and conduct related model validation activities.
- Collaboration: Work closely with a diverse and experienced team of actuarial and risk professionals, as well as colleagues from Finance, Actuarial, and Underwriting functions. Engage with Allianz Group’s central functions in Germany to ensure alignment and integration of risk management practices.
- Innovation: Contribute to the development of 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.

Minimum Requirements:

- Proven experience in risk management or actuarial roles.
- Strong analytical and quantitative skills.
- Excellent communication and collaboration abilities.
- A proactive approach to problem-solving and decision-making.
- Persistent attitude to identify optimal approaches to reflect and model risks.
- Excellent communication and report writing skills.

Regulatory Notice: This role is subject to Minimum Competency Code (“MCC”) as provided for by the Central Bank of Ireland. A recognised insurance qualification may be required for this position. Appointment to this role will be subject to the requirements provided for by the Central Bank of Ireland. This role is a Control Function (CF-2) and is subject to F&P Standards. This includes the requirements provided for by the Central Bank (Individual Accountability Framework) Act 2023.

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

Allianz Group is one of the most trusted insurance and asset management companies 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 welcome 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.

#J-18808-Ljbffr



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