Risk Manager

Generali Investments Europe is the asset management company wholly owned by Assicurazioni Generali Group. With more than 440 billion Euro of assets under management, including third-party and Generali Group assets, Generali Investments Europe is one of the leading asset managers in Europe   Valuation and

Generali Investments Europe is the asset management company wholly owned by Assicurazioni Generali Group. With more than 440 billion Euro of assets under management, including third-party and Generali Group assets, Generali Investments Europe is one of the leading asset managers in Europe

 

Valuation and Risk Factor Analysis is the function in charge of defining the methodologies to be applied for the valuation of each financial asset under management. Moreover the function assesses, classifies and monitors financial risk factors such as interest rate risk, credit risk, liquidity risk and counterparty risk.

Main tasks:

  • Defining rules and criteria to evaluate different type of financial instruments held by portfolios under management;
  • Develop pricing methodologies in new IT system;
  • Perform regular controls on the reliability of the rules defined;
  • Keep the contact with the counterparty in order to possible solve issues related to the discrepancies in the valuation of derivatives for collateralization purposes;
  • Analyze and develop methodologies to map and monitor specific financial risk mainly related to credit risk, liquidity risk and counterparty risk;
  • Knowledge of EMIR-CSA activities

The ideal candidate will meet the following requirements:

  • University education in Economic and Finance area
  • Previous work experience of at least three years in structuring, pricing or trading activity on cross-asset financial instruments
  • Strong knowledge of quantitative and statistical models and methodologies
  • Fluent English skills
  • Knowledge and expertise of tools and software such as: Bloomberg, Microsoft OfficeMatlab, VBA and main statistical and software tools for finance
  • Knowledge of Sungard FastVal/Reech Real would be an additional appreciated skill
  • Availability for frequent business trips
  • Well-developed organizational skills
  • Flexibility, ability to deal with different departments within the organizational framework