Head of Cat Portfolio Anaytics (m/f/d) at Allianz SE Reinsurance Munich (80-100%)

• Optimize the Allianz Global Cat portfolio through TEX Excellent Accumulation Management
• Responsible to maintain and further develop the internal capital model for Nat Cat for AZ Group
• Calculate the P&C Nat Cat premium risk for the legal entities AZ SE and AZ Re, Dublin dac
• Quarterly Risk Capital reporting and limit monitoring for Nat Cat
• Support Allianz Group and Allianz Re with analytical tasks around the measurement of catastrophe exposures, cat capital reporting, cat exposure data management, sensitivity testing, as if calculations and analytical analyses around externally placed reinsurance for the group and assumed reinsurance risks

• Heading a small team of technical specialists who operate the internal cat capital model and further develop it
• Point of contact for all Nat Cat risk capital relevant questions within Allianz Re and Allianz Group
• Business owner of the Cat Capital Modeling Engine with all related regulatory induced responsibilities
• Catastrophe capital calculation including results communication to stakeholders within Allianz Group and within Allianz Re
• Cat Limit system monitoring and reporting and communication to management
• Refinement of analytical tools for sensitivity testing and analyses around externally placed reinsurance
• Provide on the spot consultancy on business requests and tanslate findings to CxO level
• Solvency II related topics around Cat capital assessment (documentation of results, tools and processes) including communication with the regulator (e.g. Bafin, EIOPA)
• Provides the Cat inputs for Rating Agencies capital models (e.g. S&P, AM Best)
• Collaboration with other related initiatives in the organization

• Academic Background and degree in Mathematics, Physics, statistics or data science
• Strong analytical, mathematical and statistical knowledge
• Strong data handling skill set
• In-depth knowledge of Risk assessments tools and good understanding of financial modelling
• Detailed understanding of design of vendors models, DFA tools (e.g., ReMetrica, Igloo) and aggregation platforms
• Know-how of Cat modeling and cat modeling vendor tools like RMS and AIR is a plus

• Minimum 7 years proven working experience in relevant field and hands-on experience outside of field.
• In depth experience in leading projects
• In-depth experience with usage of vendor models and DFA tools. Excellent understanding of (re)insurance business and treaty structures
• Broad knowledge about insurance markets and trends
• Very good communication skills to explain complex topics to all relevant parties including C-level
• Very good presentation skills; competent in giving talks to management
• Proactively drives and establishes collaborations across organization and external companies
• Very good understanding of costumer needs; pro-active in addressing these

58190 | Risk Management | Management | Allianz Reinsurance | Part-Time | Permanent

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