Perform ALM analyses for the German Life / Health portfolios and derive a proposal for the SAA
Present results of analyses and recommendations to senior management
Develop and improve methods and tools for asset-liability management (e.g. usage of AI models for approximation of impact from change in capital markets or investment strategy on regulatory capital)
Generate asset inputs for the stochastic models of the German Life / Health portfolios, which are used for dynamic financial analysis in asset-liability management
Perform regular risk management and asset-liability management tasks (e.g. calculation of stress tests)
Answer ad-hoc requests of top management regarding asset-liability positioning and investment strategy
Collaborate closely with other members of the global ALM/SAA team within the international network of AIM
Key Requirements/Skills/Experience
Passion for capital markets and investment products
University degree in economics, mathematics, business administration or related course of studies (additional qualifications like e.g. actuarial degree, CFA, Ph. D. are a plus)
Working experience in actuarial, investment management, or risk management functions are a plus (for Associate: at least three years of relevant working experience)
Good analytical skills and strong interest in working with models
Good communication and presentation skills (fluency in German and English), ability to present complex concepts in simple terms
Ability to perform well in a fast-paced international work environment and to multi-task
Self-starter with a pragmatic and result-oriented approach to work
Literacy with MS Office, programming skills are a plus (e.g. Java, R, SQL, Python)
Additional Information Entry date: as soon as possible. This is a full-time or part-time position.
