Risk Manager (m/w/d) Asset Liability Management (ALM)

S-PensionsManagement GmbH (SPM) is the central joint venture of the Sparkassen financial group for occupational pensions. Through its subsidiaries, Sparkassen Pensionskasse AG and Sparkassen Pensionsfonds AG, it offers innovative products and services for savings banks and their customers.

At our location in Cologne, we are looking for a

You support the risk management function in terms of risk assessment, risk analysis and further development of the risk management system. You develop and operate the quantitative methods and models for ALM control and risk measurement of the Sparkassen Pensionskasse. You play an active role in creating risk reports and corporate management reports. You conduct the analysis of the strategic asset allocations, including the management rule set, and take over the quantitative and qualitative assessment of strategic asset allocations in the ALM context. In your function, you are in continuous exchange with the investment, the actuariat, controlling and finance.

You have a mathematical or economic studies with a financial focus or comparable training. You are excited about capital investment issues and bring know-how about investment products. You have knowledge of the accounting of life insurers. You are capable of understanding and analyzing complex facts. You own a high technical competence and IT affinity, programming knowledge in C++ or comparable programming language are of advantage. Experiences in handling the software RAFM/Prophet or similar are welcome. You organize your work structured, targeted and responsible. Your strong team spirit and your communication strength convince us.

A challenging task with varied activities Attractive remuneration, flexible working hours and mobile work Extensive training options Additional services, including travel expenses, occupational pensions and grants for Urban Sports Club Entry into a nice team in an agile company of the Sparkassen financial group with short decision-making paths JOBV1_EN