Who will you be joining?
Within Allianz SE, Group Risk is charged with the task of managing risk to bolster Allianz's financial strength and to support value-focused company leadership. As such Group Risk is responsible for monitoring and reporting on the Group's overall risk profile, and thus ensuring that individual Allianz companies adhere to the Group's risk governance principles. Operating excellence of this framework plays a key role to comply with future Solvency II standards.
You will be part of the Internal Model Team within Group Risk at Allianz SE. The team is responsible for the implementation and maintenance of the Internal Model used for the calculation of solvency capital requirements across the Group.
How can you make an impact?
- Within the internal model your emphasis is on the modelling of asset and liability interaction
- Developing tools for data processing, i.e. clustering algorithm and regression optimization
- Quarterly movements investigation for scenarios analysis
- Support validation of the existing model
What are you made of?
Minimum Qualifications
- Currently working towards a university degree (preferably Master) in mathematics, computer science, physics, statistics or a related field
- Good programming skills in Python (ideally showcasing public projects on GitHub)
- Experience in software development and object oriented programming
- Knowledge in statistics and optimization as well as related python packages
- Machine learning knowledge is a plus
- Very good command of the English language, German language is beneficial though not required
- We can only consider your application if you provide the following documents:
- Certificate of enrolment (exception gap year)
- Valid Work and residence permit (for non-EU citizens). Please check before applying if you can work with your current VISA
Preferred Qualifications
- Strong analytical and conceptual capabilities
- Independent and outcome-oriented working style
- Good communication skills
- Previous experience within the financial services sector or consulting is a plus
Do we have what you need?
- Flexible and hybrid work model
- Multinational and inclusive community
- Great career development and learning opportunities
- Health and well-being offerings
- Supportive family care benefits
- Opportunity to contribute to our sustainability programs
- Great place to work certified
