About the role

  • Financial risk analyst managing liquidity and interest rate risks for Allianz Bank. Measuring exposures, monitoring investments, and developing internal risk measures.

Responsibilities

  • Liquidity risk, Interest Rate Risk in the Banking Book (IRRBB) management expert, to join our Financial Risks team
  • Measuring and reporting the Bank’s exposure towards liquidity and interest rate risk (knowledge of ERMAS suite is a plus)
  • Effective monitoring of the Bank’s own investments portfolio
  • Developing and backtesting internal risk measures

Requirements

  • Master Degree in Finance, Economics or Quantitative subjects
  • Min. 2 yrs experience in commercial banks’ financial risk departments or consultancy firms
  • Good IT and programming skills (Office, Sql language, SAS/Python)
  • Fluency in written and spoken English
  • Ability to work on separate work-streams at the same time
  • 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

Benefits

  • Caring for our employees, their ambitions, dreams and challenges
  • An inclusive workplace
  • Opportunities for professional development

Job title

Financial Risk Analyst

Job type

Experience level

JuniorMid level

Salary

Not specified

Degree requirement

No Education Requirement

Tech skills

Location requirements

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