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Analyst role focused on pricing, valuation, and data integrity at Generali Asset Management in Rome.
Handle market pricing, NAV monitoring, alternative investment support, and contribute to Valuation processes.
The candidate will join the Pricing, Valuation and Data Administration (PV&DA) of Generali Asset Management S.p.A. The team ensures the accurate and consistent valuation of financial instruments across the organization. It defines and implements the criteria and parameters used for valuation, supports operational teams in correctly applying them within relevant systems, and oversees the timely update and first-level validation of market prices.
By producing a harmonized and reliable master set of prices for multiple regulatory and reporting frameworks, including Solvency II and IFRS 9, the team safeguards data integrity and enables coherent valuation practices throughout the Group.
Main activities
- Support the activity of daily validation of prices
- Utilize financial engines to perform pricing activities, designing and implementing financial mathematical models ensuring the accuracy and reliability of valuations.
- Conduct regular repricing of designated illiquid assets to strengthen their validation process and ensure the accuracy and reliability of valuations
- Monitoring NAV deliveries for alternative investments and ensuring accurate and timely data integration and configuration.
- Support to the team in activities related to alternative investments, including document analysis, NAV timeline monitoring, and coordination with internal stakeholders for data collection.
- Answer to clients’ request/incident addressed to PV&DA
- Archive and constantly monitor the documentation supporting prices validation
- Interact with other Operations Departments as well as Head Office areas (mainly Group Chief Financial Office and Group Investment Management area)
- Perform periodically ex-post checks on processes and analyze possible procedure improvements/automations.
University Degree in Economics, Science, Engineering or similar
Strong quantitative skills with special interest in applied mathematics, investments and problem solving
Good knowledge of financial instruments reference data and markets
Proven good programming skills in object-oriented languages (C++, python, java), computing environments (Matlab, R, Numerix) and advanced knowledge of MS Office
Fluency in English and Italian, other foreign languages are a plus
Nice to have :
Post degree education on investment focus (CFA, CQF, FRM, PHD...) is a plus