Risikocontroller Risk Controlling u. Limit Management (m|w|d)
Core
Risk controlling and limit management for capital investments of Munich Re Group, including public and special funds.
Role type
Risk Controller (Capital Markets)
Builds
Risk metrics, stress tests, and liquidity risk assessments for asset portfolios.
Domain
Insurance / Asset Management / Capital Markets
Deliverable
dashboards & analysis
Required skills
Risk metrics calculation, Backtesting, Stresstesting, Python, R, SAP
Preferred skills
Financial mathematics background, quantitative focus
Technologies
Python, R, SAP
Responsibilities
Calculate market risk potential for funds according to KAGB and Derivatives Act; Manage liquidity risk for Munich Re Group assets and funds; Monitor and control risks for primary and reinsurance clients across asset classes (equities, bonds, real estate, alternatives, derivatives); Collaborate with other MEAG departments and Munich Re Group; Participate in cross-functional projects.