Allianz Investment Management (AIM) is the investment management arm of the Allianz Group, responsible for managing the risk/return profile of its EUR 600 bn investment portfolio. Our global network of more than 500 employees in over 60 countries is organized in five regional hubs Munich, Milan, Minneapolis, Paris, and Singapore, and offers multifaceted career opportunities for outstanding investment talents. AIM provides the perfect opportunity to embark on or continue your international
career.
Allianz Investment Management is committed to employment equity and therefore welcomes applications from men and women regardless race or ethnicity, age, nationality, religion, disability, sexual
orientation or philosophy of life.
Key Responsibilities
- Further development of an internal software application to simulate investment portfolios.
- Coding of new features and algorithms in C# in Microsoft Visual Studio ranging from the projection methodology and pricing engine to the final user interface of the application.
- Integration of additional asset classes in the fixed income and derivatives space (e.g. Swaptions, EQ/IR futures, etc), liability-driven investment strategies and scenario generation.
- Support roll-out and testing of the application in the Allianz Group.
- Preparation of documentation for the application.
- Support investment management of insurance portfolio (portfolio construction, scenario analyses, SAA development, forecasting of investment results).
Key Requirements
- Degree in Finance / Financial Mathematics / Computer Science with specialization in Finance.
- Programming knowledge in C# using Visual Studio.
- Strong background in finance, investment and portfolio management.
- Knowledge in building pricing mdoels for fixed income or derivatives.
- Basic knowledge of asset-liability management methodologies is a plus.
- Self-starter with high motivation and problem solving skills.
- Excellent communication skills.
Related Job Searches:
- Company:
Allianz Investment Management Singapore - Designation:
Intern, Quantitative Developer - Profession:
Banking / Finance - Industry:
Finance