Opportunity Description
<![[<div><h1>Aufgaben:</h1>Support the development of quantitative risk management tools both in terms of modelling and programming, maintained by Group Risk and the team.
Implement and test existing and new methods for risk measurement and investment solutions for the management of Allianz's portfolio exposures in line with the regulatory requirements.
Support to the maintenance and further development of key areas of the Internal Model with particular interest in risk aggregation such as the calculation of various Value-at-Risk (VaR) measures used for risk impact assessments both for the Group and the Operating Entities modelled internally.<br><br><h1>Qualifikation:</h1>Importantly must be enrolled in a Master program (during the whole internship contract) in a highly quantitative subject such as Mathematics/Mathematical Finance, Statistics, Actuarial Science, Physics, and Computer Science or related.
Good command of statistical p...
Implement and test existing and new methods for risk measurement and investment solutions for the management of Allianz's portfolio exposures in line with the regulatory requirements.
Support to the maintenance and further development of key areas of the Internal Model with particular interest in risk aggregation such as the calculation of various Value-at-Risk (VaR) measures used for risk impact assessments both for the Group and the Operating Entities modelled internally.<br><br><h1>Qualifikation:</h1>Importantly must be enrolled in a Master program (during the whole internship contract) in a highly quantitative subject such as Mathematics/Mathematical Finance, Statistics, Actuarial Science, Physics, and Computer Science or related.
Good command of statistical p...
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