Risk Analyst (Milano)

Risk Analyst (Milano)

13 ago
|
Allianz
|
Milano

13 ago

Allianz

Milano

The Pricing Monitoring Unit is part of the Risk Management Department of Allianz S.p.A. and operates as a second line of control function. The function is part of the Market & Credit Risk & PMU team, and is responsible for the independent oversight and validation of pricing methodologies applied to financial instruments and alternative assets, ensuring consistency with market practice and regulatory expectations. The unit plays a key role in supporting sound risk governance by liaising with the investment department, external asset valuators, and relevant internal Committees, and by providing robust analytical evidence to senior stakeholders.
Per essere preso/a in considerazione per un colloquio, la preghiamo di assicurarsi che la sua candidatura sia pienamente in linea con le specifiche del lavoro riportate di seguito. KEY RESPONSIBILITIES
- Extrapolate and critically assess financial data and methodology documentation to support independent pricing oversight
- Validate the consistency of pricing methodologies with current market practice and internal standards




- Verify the correctness of financial data used within the pricing process
- Formulate alternative approaches to pricing methodologies and independently source market parameters
- Evaluate pricing correctness through reperforming and independent repricing exercises
- Assess the economic impact of independent repricing outcomes
- Monitor the first line of control in its pricing activities, ensuring compliance with applicable frameworks
- Liaise with the Investment Department and external entities responsible for asset valuation
- Report controls evidence, results, and independent validation findings to relevant internal Committees
- Support investment and risk assessment activities across the department

EDUCATION / EXPERIENCE / SKILLS
- Master's Degree in Finance, Physics, Mathematics, Statistics, or a related quantitative field
- 1-3 years of experience in investments, risk management, pricing, quantitative

📌 Risk Analyst (Milano)
🏢 Allianz
📍 Milano

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