Financial risk analyst

Location: Cusano

Experteer Overview In this role, you will join the Financial Risks team to own liquidity risk and IRRBB management. You will measure and report the bank’s liquidity and interest rate risk exposure, monitor the investment portfolio, and develop backtested internal risk measures. You’ll work across parallel work-streams to ensure accurate risk insights and effective governance. This is a hands‑on, risk‑focused role at Allianz, offering impact through robust risk measurement and scalable reporting.

You will contribute to a mission of prudent risk management within a globally trusted financial group.

Benefits Lead liquidity risk and IRRBB management within the Financial Risks team Measure and report exposure to liquidity and interest rate risk (ERMAS suite knowledge a plus)
Monitor the bank’s own investments portfolio for risk and compliance

Develop and backtest internal risk measures and models

Responsibilities

Master Degree in Finance, Economics or Quantitative subjects

Min. 2 years in commercial banks’ financial risk departments or consultancy

Strong IT and programming skills (Office, SQL, SAS/Python)
Fluency in written and spoken English Ability to manage multiple work-streams concurrently

Knowledge of main interest rate derivatives (swaps, caps, floors)
Familiarity with financial market data platforms (Refinitiv, Bloomberg)

Experience with Non-Maturity Deposits (NMDs) behavioral models
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