- Professional
- Optionales Büro in Brussels
The role
Manage the internal codebase and database of the Monte Carlo simulation engine that underlies the local credit risk insurance internal model of AZT. You are a medior or senior software engineer, with an interest for the model side and products understanding. You translate the theoretical concepts in a working implementation.
Main tasks
Architectural design
- understand the existing data collection, data transformation, simulation and reporting tools
- coordinate with Ops/ICT/data scientists about model or data input streams from different sources
- challenge data lake, data warehouse, or cloud database solutions from ICT
- anticipate automation needs in early stage
Development
- coding in python with use of libraries
- refactoring old code from C++ and SAS into Python
- release management in eg GITLab
- manage forks in a testing and production environment
- document code
- automated (unit) performance tests and data quality metrics
Extension
- propose continuous improvements to the tools' infrastructure and process optimisation
- improve existing code for runtime speed
- write new code when new model features are specified
- testing in sandbox before entering into production
- automate some manual steps in reporting or data extractions
Maintenance
- problem solving when colleagues execute the quarterly calculations/reports
- maintain the platform used to collect the data from the local entities
- participate in the development and implementation of the necessary tools to support the model review, testing, analysis and reporting of SCR
- maintain/support the maintenance of the Internal Model infrastructure
- participate in/support different Group IT initiatives or projects
Profile
- Bachelor or Master in Computer Science, Software Engineering, Systems Engineering or other Engineering, Mathematics or Science degree or equivalent through experience
- Experience with simulations and distributed/parallel/cloud computing
- Hands on with relational database design, management, SQL queries, data lakes, and datawarehousing
- Oriented towards runtime optimization
- Coding skills in Python is a strong asset
- Well organized and efficient in time management
- Strong analytical mindset
- Detailed and result oriented
- Ability to work on several tasks/projects at the same time
#LI-JG1
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Allianz Group is one of the most trusted insurance and asset management companies in the world. Caring for our employees, their ambitions, dreams and challenges, is what makes us a unique employer. Together we can build an environment where everyone feels empowered and has the confidence to explore, to grow and to shape a better future for our customers and the world around us.
We at Allianz believe in a diverse and inclusive workforce and are proud to be an equal opportunity employer. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in
We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation
Great to have you on board. Let's care for tomorrow.
