Risk Manager Portfolio Risk (f/m)

  • Competitive
  • Frankfurt am Main, Hessen, Germany
  • Permanent, Full time
  • Allianz Global Investors GmbH
  • 29 Jan 18 2018-01-29

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, with a clear focus on value-at-risk calculation, ensuring compliance with internal and regulatory requirements on risk measurement. You will report to the Head of Market Risk Europe.

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.
  • 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 show an in-depth understanding of generally accepted risk measurement methodologies (e.g. Value-at-Risk) and are familiar with relevant European and German asset management regulations (such as KAGB, UCITS and AIFMD). Knowledge in credit risk measurement or alternative investments is a plus.
  • You will bring advanced experience in risk controlling or comparable area; experience in asset management industry is clearly 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 and are used to work in a team. Experience with handling of databases is a plus.

Additional Information 

Reference Code: AGI-5242204-3

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