Descripción de la oferta
Experteer Overview In this role you contribute to building Allianz Direct's future internal risk capital model for its Pu0026amp; C portfolio. Reporting to the CRO, you define methodologies, calibrate risk components, and embed the model into capital allocation, ORSA, and business steering. You’ll work hands-on on risk capital calculations, scenario analyses, and governance, shaping risk measurement at a growing digital insurer. You will influence a wide range of topics from product development risk to reinsurance and strategic asset allocation, making a real imprint on future risk management.Compensaciones / Beneficios
- Develop, calibrate, and implement Allianz Direct's internal risk capital model, including methodology design, parameterisation, and documentation.
- Design and calibrate underwriting risk model components (premium risk NonCat, premium risk NatCat) and integrate them into the overall risk framework.
- Perform risk capital calculations under current frameworks, run scenario analyses, and test models while evolving processes as the model is built.
- Analyse accumulation risks (e.G. Man-Made-Cat scenarios and NatCat) and contribute to accumulation steering.
- Support group-wide projects and coordinate special topics such as product development risk assessment and reinsurance analyses to steer risk appetite.
- Prepare decision papers, presentations and analyses for Risk Committee, Board of Management, and stakeholders.
- Provide analytical input for internal and external reporting, including Solvency II (ORSA, RSR, SFCR) and Top Risk Assessment updates.
- Help build data foundations, tooling, and governance for a robust, audit-ready quantitative risk framework.Responsabilidades
- Strong university or university of applied sciences degree, ideally with a mathematical focus
- At least 5 years of relevant actuarial or quantitative risk management experience in Pu0026C
- Actuarial qualification (e.G. DAV, FIA, FCAS, SAV) desirable
- Solid understanding of Pu0026C insurance business and risks, preferably within Allianz
- Experience in actuarial data preparation and with simulation tools
- Very strong analytical and numerical abilities with ability to grasp new topics quickly
- Agile mindset with willingness to develop concepts further
- Excellent audience-oriented communication skills for complex topics
- Confident, self-organised, independent working style
- English proficiency; additional languages a plus
- Technical Skills (Mandatory)
- Strong knowledge of statistics, stochastic modelling, and/or simulation for Pu0026C
- Familiarity with Solvency II concepts (SCR, risk modules, diversification, scenario analysis); experience with internal models
- Programming in Python, R, or similar for quantitative analytics
- Actuarial data handling with large datasets; good Excel and risk dashboard reporting skillsRequisitos principales
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