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This position provides strong support for day-to-day risk management activities, in alignment with company’s risk management strategy. This position performs risk measurement and assessment and provides supports to define the actions in preventing and eliminating the risks. This includes ensuring that own tasks/ assignments / risk management-related reports are delivered with accuracy and in timely manner. In addition, this position provides support to draft and propose the company’s risk management strategy/policy.

Your Day at Allianz Ayudhya

1) Risk Measurement and Assessment

Design, develop and enhance the tools and methods for quantitative and qualitative risk measurement/ assessment for the area of expertise Identify the potential risks and the appropriate measures that are to be taken to manage the risks Continuously monitor, measure, analyze and evaluate the risks to ensure the alignment with company’s risk management strategy, by using the particular quantitative and qualitative tools and methods, based on assignment Asset Risk Assessment: market/ ALM risk, and credit risk Liability Risk Assessment: new product and the existing product (NBM, claim ratio, expense) Operational Risk Assessment:  Loss data collection, ICOFR, RCSA and Top Risk Assessment Provide and share the risk assessment results with the relevant parties, expressing the risks and impacts Work together with management and the relevant departments to define the actions to prevent and eliminate the risks

2) Risk Management Communication and Training

Work together with team in defining the requirements for the communication and training Work together with team in defining and planning communication and training, in alignment with risk management policy and strategy Work with the other relevant parties to prepare and develop communication/ training materials Implement the communication and training activities for all target audiences Provide information and consultation with all employees on risk management issues

3) Risk Management Reporting

Provide the risk management-related reports, based on the areas of expertise and according to the assignment Asset Risk Assessment: market/ ALM risk, and credit risk Liability Risk Assessment: new product and the existing product (NBM, claim ratio, expense) Operational Risk Assessment: Loss data collection, ICOFR, RCSA and Top Risk Assessment

Must Have

Degree in Finance, Risk Management, Economics, Financial Engineering, Actuarial, or other related fields At least 2 years experience in risk management and assessment, contingency plan design and development, finance, or other related fields in insurance or banking business Relevant professional qualification (e.g. FRM, CFA, PRM, SoA) is preferable

Nice to Have

Risk management and assessment skills Mathematics and statistical/ actuarial knowledge Programming skill for Internal Risk Capital Calculation Knowledge of programming languages for statistical analysis and mathematical modelling (e.g. R, Python, Matlab, SQL) Experience in data analysis and visualization as well as interpreting KPIs (e.g. PowerBI, Tableau) Business acumen Communication Teamwork Ability to work in a cross-functional matrix Quantitative and analytical thinking skills

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