Our client company is a leading insurance company.
You've got a lot of work to do
- Quantitative measurement, analysis and controlling of risks in asset portfolios of insurers and mark-to-market funds
- Development and implementation of tools for risk control, methodology improvements and process enhancements
- Maintenance of all risk measurement processes and risk reporting based on the central risk management software MSCI RiskMetrics©
- Proactive support of risk and portfolio management regarding value at risk, duration, scenario analyses, stress tests back-testing, etc.
- International Projects and regular collaboration with Generali colleagues based in other European locations
You have a lot to offer
- University degree in economics, mathematics or finance
- Proficient IT-Knowledge (Excel, VBA, R and SQL) and/or practical experience with quantitative risk measurement tools such as MSCI RiskMetrics©, ideally experience with SimCorp Dimension
- First on-the-job experience in risk management of an asset management company, financial institution of fund manager
- Good analytical skills, interest and understanding of financial instruments and markets
- Highly motivated team player with good communication skills, written and verbal
Fluent in English, German and/or Italian and/or French is a plus
