Credit Risk Analyst (m/f/d)
Core
Approve reinsurance transactions and perform counterparty analysis within the Single-transaction Verification (SVT) framework for the Allianz Group.
Role type
Senior IC credit risk analyst (reinsurance)
Builds
Reinsurance exposure collection and approval process
Domain
Insurance / Credit Risk / Solvency II
Deliverable
production ML models
Required skills
Credit risk modeling, Solvency II calibration, regulatory closing processes, quantitative analysis, large data set handling, English communication
Preferred skills
FRM, CFA, actuarial exams, insurance or banking experience, Generative AI experience
Technologies
Modern analytical tools
Responsibilities
Feed quarterly and annual results and regulatory reporting, monitor and validate internal credit risk models, support local risk management teams on methodology, contribute to credit risk limit system
Seniority
Professional, hands-on IC