Risk Manager Portfolio Risk (f/m)

  • Competitive
  • Frankfurt am Main, Hessen, Deutschland
  • Festanstellung, Vollzeit
  • Allianz Global Investors GmbH
  • 13 Nov 17 2017-11-13

As member of the European Risk Management function you will support the Portfolio Risk team in Frankfurt, which manages market risk, liquidity and pricing risk, as well as credit risk for fixed-income, equity, multi asset and alternative investments. You will maintain, validate and further develop models and processes and will ensure compliance with internal and regulatory requirements on risk measurement.

Allianz is the home for those who dare – a supportive place where you can take the initiative to grow and to actively strengthen our global leadership position. By truly caring about people – both its 85 million private and corporate customers and more than 142,000 employees – Allianz fosters a culture where its employees are empowered to collaborate, perform, embrace trends and challenge the industry. Our main ambition is to be our customers’ trusted partner, instilling them with the confidence to grow. If you dare, join us at Allianz Group.

Allianz Global Investors is a diversified active investment manager with a strong parent company and a culture of risk management. In numerous offices in 18 countries, we provide global investment and research capabilities with consultative local delivery. We have more than EUR 400 billion in AUM for individuals, families and institutions worldwide and employ more than 500 investment professionals.

Key Responsibilities

  • You will be representing Risk Management in new product initiatives and support implementation of new funds, strategies and asset classes while ensuring full coverage of risk principals

  • Preparing recurrent and ad-hoc risk reports or risk analyses (e.g. for risk committees, senior management and regulators), maintaining and further developing of existing reporting tools and formats will be part of your role

  • You will be supporting individual requests and work in projects related to risk management topics (e.g. for implementing new regulatory requirements in the risk controlling area)

Key Requirements/Skills/Experience

  • You hold a Bachelor/Master or PhD in e.g. mathematics, physics, business administration, economics or related
  • You are familiar with generally accepted risk measurement methodologies (e.g. Value-at-Risk) Knowledge in credit risk measurement, alternative investments as well as European and German asset management regulations (e.g. KAGB, UCITS and AIFMD) is a plus
  • Preferably you will bring first experience in risk controlling or comparable area (asset management preferred)
  • Practical experience in financial engineering (pricing of financial instruments) is a benefit
  • You communicate fluently in German and English and you have good skills in the MS Office tools
  • Experience with handling of databases is a plus

Additional Information 

Reference Code: AGI-5124023-3

We offer an attractive, performance-related compensation package and provide a productive atmosphere which is dominated by team spirit. Your personal development is of particular importance for us. Are you interested? If you are, we look forward to receiving your full application documents, including references.

Allianz Global Investors GmbH
Frankfurt am Main