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Pricing Analyst at Allianz Global Corporate & Specialty SE
Milan, Lombardy, Italy -
Full Time

Start Date

Immediate

Expiry Date

04 Jan, 26

Salary

0.0

Posted On

06 Oct, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Fair Value Modelling, Pricing Analysis, Hedge Effectiveness Testing, Financial Instrument Classification, Report Preparation, Financial Markets Knowledge, Valuation Methods Knowledge, Data Provider Knowledge, Investment Accounting Software, Data Analytics, Accounting Standards Knowledge, Teamwork, Time Management, Organizational Skills, Fluency in Italian, Fluency in English

Industry

Financial Services

Description
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
Responsibilities
The Pricing Analyst will perform fair value modelling and pricing analysis for both liquid and illiquid financial instruments. They will also conduct tests on hedge effectiveness and prepare reports on control activities for the Price Monitoring Unit.