Risk Analyst

  • 36458
  • Life - Actuarial
  • |
  • Germany
  • |
  • Dec 13, 2019
  • |
  • German
  • Responsible for the central market data management and provision of risk neutral scenario sets for quarterly MCEV disclosure and Replicating portfolio calibration including calibration, generation and testing within the scope of the Internal model calculation for the company.
  • Pro-active monitoring of market movements as part of the risk management process.
  • Frequent interaction/knowledge transfer with stakeholders.
  • University degree in mathematics, physics, economics or alike with strong quantitative focus.
  • Actuarial exam, CFA qualification, PRM/FRM or equivalent is a plus.
  • Fluent in Business English is mandatory.
  • Advanced knowledge of standard software.
  • Knowledge of risk-related systems and programming languages and relational data bases is a plus.
  • Very good understanding of risk management concepts, quantitative risk methods and valuation models, notably market risk & asset liability interaction.
  • Preferably experience in economic scenarios.
  • Experience with risk systems and risk reporting.
  • Solvency II and regulatory knowledge is a plus.
  • Working experience within a financial services environment, consulting firm or Risk Management Department.
  • Structuring to a large extent own work / analysis and executing work plans efficiently & independently.
  • Strong communication skills and confidence in dealing with senior management.
  • High level of commitment and interest to work in a dynamic and demanding environment.
  • Ability to establish and maintain internal and external working relationships with colleagues from different functions and cultures.
  • Strong Team player.