JOB PURPOSE/ROLE

 

The position is situated  in the CAT Analytical Hub team of Allianz SE Reinsurance CAT Risk Management department. In your role, in close collaboration with the Nat CAT R&D team in Munich, you will:

Be contact point for assessment of atmospheric and climate risks and provide related expertise for Allianz Group Support the development of Allianz internal CAT models and tools Pursue validations of market models in the framework of Solvency II and respond to regulatory requirements.  Support the introduction of next generation CAT modeling solutions at Allianz Group.  Be point of contact for Group Risk, Regulatory Affairs, local Allianz entities and group centers with respect to atmospheric perils. Be contact point for discussions with vendors, consultants, academics and internal stakeholders around atmospheric risk assessment.

 

KEY RESPONSIBILITIES

 

Atmospheric and climate risk expert CAT model testing and validations In-house CAT model development with focus on atmospheric perils Development of hazard and pricing layers for underwriting Development of pricing approaches for natural perils Development of post event loss analytics and services Allianz-wide consulting on Nat CAT related topics Support of relationship management with rating agencies and regulators

 

KEY REQUIREMENTS/SKILLS/EXPERIENCE

 

Master’s degree in atmospheric/climate science, meteorology, or other natural science discipline with climate focus Very good scientific, atmospheric and climate risk specific know-how Strong ability to solve complex analytical problems Strong mathematical and statistical knowledge Advanced programming skills in high level and scripting languages,  knowledge in machine learning, deep learning or AI methods advantageous Proficient in handling and analysis of large data sets including database technology and programming languages Excellent skills in GIS analytics and tools Expertise in weather extremes (storms, hurricanes, hail, precipitation) and the influence of Climate Change Ability to communicate scientific knowledge to non-experts Ideally first working experience in relevant field, with insurance context (with broker, insurer or reinsurer) Network within the scientific community and experience with scientific data providers Ideally, first hands on experience in developing probabilistic CAT models  Ideally, experience in validating and adjusting probabilistic CAT models used for risk management in insurance and reinsurance Very good communication and presentation skills to explain complex topics to all relevant parties  Team player in international team Fluent in English, Italian working knowledge, written and spoken; other languages welcome

 

63487 | Reinsurance | Professional | Allianz Italy | Full-Time | Permanent
 

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. 
We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in.
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation.
Join us. Let's care for tomorrow.

Both genders may apply in accordance with the L. 903/77 (s.m.i).