Pricing Analyst
Milan, IT, 20145
The Pricing Analyst will perform the following activities in the Pricing Unit:
- Fair value modelling (Mark to Model or Alternative Valuation Method) for illiquid financial instruments
- Pricing analysis and fair value calculation for liquid and illiquid financial instruments
- Test on Hedge effectiveness for Derivatives
- First level controls on pricing of financial instruments provided by third parties
- Determine the appropriate classification of financial instruments within the fair value hierarchy under IFRS13
- Preparing reports on control activities for the Price Monitoring Unit and Valuation Representative
KEY REQUIREMENTS/SKILLS/EXPERIENCE
- Master's degree in Economics, Mathematics or similar
- 2+ experience in financial/banking/insurance sector
- Good Knowledge of financial markets and pricing sources of financial instruments
- Knowledge of valuation methods and models of financial instruments
- Knowledge of the main Data Provider used in market practice (i.e. Bloomberg)
- Knowledge of the main Financial Instruments
- Experience with Investment accounting software – SOFIA - would be considered an advantage
- Strong technological, analytical and quantitative mind-set and skills; basics of Data Analytics/Data Reporting
- Knowledge of Accounting standards (IFRS and Local GAAP) and insurance regulations would be a plus
- Ability to work in a team and to interact with different stakeholders
- Comfortable with working with tight deadlines
- Good organizational, multi-tasking and time management skills
- Fluent in Italian and English
Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow and to shape a better future for our customers and the world around us.
At Allianz, we stand for unity: we believe that a united world is a more prosperous world, and we are dedicated to consistently advocating for equal opportunities for all. And the foundation for this is our inclusive workplace, where people and performance both matter, and nurtures a culture grounded in integrity, fairness, inclusion and trust.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, social class, disability or sexual orientation, or any other characteristics protected under applicable local laws and regulations.
Join us. Let's care for tomorrow.
Both genders may apply in accordance with the L. 903/77 (s.m.i).
