Working Student (m/f/d) – Replicating Portfolio in the Internal Model in Group Risk

Job description

Munich, Bavaria
FunctionalArea

Risk Management
ContractType

Temporary / Part Time
HierarchyLevel

Work Student
Posting

57003909
JobID

C2EBDE1DCF021EEA8CAC1AFE50B05518
JOB PURPOSE/ROLE

KEY RESPONSIBILITIES

Your tasks will comprise research and analysis of the asset and liability representation for market risk management and capital steering. Main tasks consist of programming and maintenance of analysis and reporting tools, business testing of risk related software and preparation of business configurations for risk calculations. You will support our team in preparation and analysis of market risk figures as well as further development of the market risk model.

KEY REQUIREMENTS/SKILLS/EXPERIENCE

Qualification:
Minimum 2 years of studies, not yet completed
Mathematical background or related fields (e.g. mathematics, physics, economics, or actuarial)
Interest and knowledge in risk management, financial markets and valuation models for financial instruments
Good knowledge of standard IT software (Excel, Word, Access)
Advanced programming skills (preferable in VBA)
R, MATLAB and/or SQL knowledge (desirable)
Fluent in English

Experience and Key skills:
Strong analytical ability
Good communication skills
Team player, but also capable of working independently
Flexibility in time and to be able to easily switch between different tasks or projects

ADDITIONAL INFORMATION

Start and duration: March 2020 / limited to 6-12 months / 15-20 hours / week
REFERENCE CODE:

AZSE-7003908-2


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 is an equal opportunity employer. Everybody is welcome, regardless of other characteristics such as gender, age, origin, nationality, race or ethnicity, religion, disability, or sexual orientation.


Allianz SE is the global headquarters of the Allianz Group. Our employees reflect the Group's geographic and functional diversity. Located in Munich, Allianz SE provides the perfect opportunity to start or continue with your international career.


Please submit your complete application documents (incl. CV, certificates, references and motivation letter)

We are looking forward to receiving your application on www.allianz.com/careers.

Allianz SE is committed to employment equity and therefore welcomes applications from men and women regardless race or ethnicity, age, nationality, religion, disability, sexual orientation or philosophy of life.