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Senior quantitative risk analyst

Allianz Ireland
Risk analyst
€80,000 - €100,000 a year
Posted: 7 May
Offer description

Join to apply for the Senior Quantitative Risk Analyst role at Allianz Ireland

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We are proud to be one of the most trusted insurance and asset management companies, with a workforce as diverse as the world itself. As the trusted insurance partner to over 700,000 customers across Ireland, we have built a brand based on trust, integrity and outstanding customer service for over 100 years. As an employer, we truly care for our employees and their individual needs and aspirations. With this in mind we have tailored our work approach to ensure you the flexibility and support needed to excel in your new role.

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, we invite you to join our Quantitative Risk team at Allianz plc as a Senior Quantitative Risk Analyst.

As a Senior Quantitative Risk Analyst within our Quantitative Risk team, you will play a pivotal role in the Risk Management Function (RMF). Your responsibilities will include:

* Playing a lead role in key risk processes such as the Financial Recovery Plan, ORSA and annual risk planning process, including analysing scenarios and accumulations to inform strategic decisions.
* Providing meaningful inputs and reporting to deliver actionable insights for management.
* Optimising risk capital steering and allocation, including developing and validating Allianz plc’s Internal Model to maintain its robustness and appropriateness.

With the increasing complexity of financial markets, regulatory changes and the evolving risk landscape - along with internal developments such as the assignment of the IAF Prescribed Responsibility 14 in relation to “financial recovery planning and oversight” to the Allianz plc Chief Risk Officer (CRO) - 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 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 that each team member brings and are committed to creating a role that aligns with your skills and career goals.

Within a highly collaborative environment, you will work closely with a diverse and experienced team of actuarial and risk professionals, as well as colleagues from the Finance, Actuarial and Underwriting functions. You will also engage with Allianz Group’s central functions in Germany to ensure alignment and integration of risk management practices.

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

* Financial Recovery Plan, ORSA Process and annual risk capital planning: Steer the delivery and ongoing enhancement of the Financial Recovery Plan. In addition, support and co-ordinate other key risk processes (such as the ORSA and annual risk capital plan) in collaboration with internal and external stakeholders.
* Capital Management Initiatives and Projection: Provide advanced contributions to capital management initiatives and the SII steering squad.
* Quantitative Risk Limit Framework: 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.
* Scenario Analyses & Stress Testing: Conduct scenario analyses and stress testing of key risks in conjunction with the Financial Recovery Plan, ORSA Report and Top Risk Assessments.
* Internal Model Calibration & Validation: Calibrate the Allianz plc Internal Model for individual risk types and conduct related model validation activities.
* Internal Model Risk Capital Production: Analyse and communicate the movements in risk capital arising from each Closing run under the Internal Model.
* Innovation: Develop 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.
* Proven 5+ years of experience in risk management or actuarial roles, with Solvency II experience an advantage.
* Third level graduate of a relevant Actuarial, Mathematics, Physics or comparable quantitative-technical discipline.
* A proactive approach to problem-solving and decision-making.
* Persistent attitude to identify potential to best possible approaches to reflect and model risks.
* Excellent communication, project management and report writing skills.

Regulatory Notice

Appointment to this role will be subject to the requirements provided for by the Central Bank of Ireland. This role is a Control Function (CF2) and is subject to F&P Standards. This includes the requirements provided for by the Central Bank (Individual Accountability Framework). The successful candidate will be provided with the relevant Conduct Standards (including Additional Conduct Standards) training, where required.

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


Seniority level

* Seniority level

Associate


Employment type

* Employment type

Full-time


Job function

* Job function

Finance
* Industries

Insurance

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