Working Student (m/f/d) – Market Risk & Aggregation, Internal Model Development in Group Risk

Job description

Munich, Bavaria
FunctionalArea

Risk Management
ContractType

Temporary / Part Time
HierarchyLevel

Work Student
Posting

55831154
JobID

C2EBDE1DCF021EE8B5D95ADA10995C5D
JOB PURPOSE/ROLE

KEY RESPONSIBILITIES

Your tasks will comprise research and analysis related to the market risk calculation and aggregation of risk types, with a focus on topics related to the scenario generation in the internal risk model.

You will support our team in the preparation of risk scenarios, the validation of risk figures and in the further development of the market risk model.
KEY REQUIREMENTS/SKILLS/EXPERIENCE

Qualification
Currently enrolled in a Master's program
Mathematical background or related fields (e.g. mathematics, physics, finance, computer science)
Interest and knowledge in optimization, financial mathematics and / or linear algebra
Good knowledge of standard IT software (Excel, Word, Access)
Advanced programming skills, e.g. in R, Java, Matlab, VBA
Experience in numerical optimization is a plus
Fluent in English

Experience & Key skills
Strong analytical ability
Good communication skills
Team player who is capable of working independently
ADDITIONAL INFORMATION

Start and duration: January 2019 / 3 - 12 Months / 15 - 20 hours per week.

For questions regarding the position please contact: +49 (0)89 3800-17887.
Please submit your applications only via the tool (blue button above).
REFERENCE CODE:

AZSE-5831133-2


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 88 million private and corporate customers and more than 140,000 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 is an equal opportunity employer. Everybody is welcome, regardless of other characteristics such as gender, age, origin, nationality, race or ethnicity, religion, disability, or sexual orientation.


Allianz SE is the global headquarters of the Allianz Group. Our employees reflect the Group's geographic and functional diversity. Located in Munich, Allianz SE provides the perfect opportunity to start or continue with your international career.


Please submit your complete application documents (incl. CV, certificates, references and motivation letter)

We are looking forward to receiving your application on www.allianz.com/careers.

Allianz SE is committed to employment equity and therefore welcomes applications from men and women regardless race or ethnicity, age, nationality, religion, disability, sexual orientation or philosophy of life.