Portfolio Risk Officer Portfolio Risk Officer …

Generali Insurance Asset Management
in Paris, Ile-de-France, France
Permanent, Full time
Last application, 28 May 20
à définir selon niveau d'expérience
Generali Insurance Asset Management
in Paris, Ile-de-France, France
Permanent, Full time
Last application, 28 May 20
à définir selon niveau d'expérience
Generali Insurance Asset Management SGR is the Asset Management Company of Generali Group, leveraging the experience and know-how it has developed through managing the assets of the insurance companies of the Generali Group and pension funds, GIAM offers a track record of solid performance in Liability Driven Investment (LDI) solutions for insurance and pension funds portfolios, as well as a series of proprietary analysis tools developed to support LDI management.

The Portfolio Risk Officers unit interacts with the Investments structure and Portfolio Officers structure, during all phases of the investment process, analyzing and providing the parameters of risk for insurance portfolios.
• Providing her/his independent view / insights of key investment risks affecting GIAM portfolios
• Promoting sound investment risk management practices and enhance risk and control culture within GIAM
• Supporting the team to ensure successful management of all the investment risk matters of GIAM
• Contributing when appropriate to Group / GIAWM BU / GIAM requirements on risk management matters
• Performance measurement – calculating, validating, maintaining, and interpreting portfolio results;
• Performance analysis  – portfolio attribution and contribution, style analysis, benchmark;
• Transactions and holdings analysis (e.g., portfolio concentration, credit quality, liquidity etc.)
• Risk analysis – calculation and interpretation; setting and monitoring alerts
• Stakeholders support – explaining calculations, and fulfilling ad hoc requests
• Process optimization – developing best practices, increasing efficiency, enhancing capabilities, and mitigating risks
• Ensuring compliance – developing, maintaining and adhering to procedures
• Project support – partnering with other business units,
• Presentation – delivering analytical presentations for internal and external stakeholders

Must have:
• 7 years of experience in Risk Management Functions of asset management company
• Graduate / Master’s degree in finance with an asset management / risk management focus or equivalent qualification;
• Proven experience either Fund / Risk Management function team or in a similar role with an international context
• Strong analytical, quantitative, investigative and reporting skills
• Very good level of English language, both written and spoken
• Experience in dealing with regulation a plus (UCITS, AIFMD)
• Overall knowledge and understanding of financial assets and risk management practices
• Knowledge of quantitative and statistical models and methodologies;
• Knowledge of Credit Risk, Liquidity Risk Concentration Risk;
• Knowledge of the main Accounting Indicators used by Insurance Companies;
• Knowledge of LDI Risk Management (Insurance, Pension Fund) ;
• Well-developed organizational skills, flexibility, ability to deal with different departments within the organizational framework;
• Knowledge and capacity of use of tools and software such as: Bloomberg, Risk-Metrics Microsoft Office
• Excellent communications skills, both verbal and written
• Ability to detail technical information in order to produce concise and effective presentations
• Solution oriented
• Excellent attitude for analytical analysis and creativity
• Proactive approach, and strong collaboration skills and teaming ability
• Ability to work with team spirit in an international and multicultural environment
• Hands-on, curious, highly-motivated and energetic, flexible, thorough and with a deep sense of client’s interest and with a clear focus on results
• Strong sense of integrity and ethics
• Good level of Italian or French language, both written and spoken (Nice to have)
• Knowledge of Simcorp Dimension would be an additional (Nice to have)
• Knowledge of Solvency II would be an additional (Nice to have)