Internal Model Application Expert F/M at Allianz Global Corporate & Specialty SE

, , Belgium -

Full Time

Start Date

Immediate

Expiry Date

31 Jan, 26

Salary

0.0

Posted On

02 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, C++, SAS, SQL, Data Transformation, Data Collection, Monte Carlo Simulation, Data Warehousing, Performance Testing, Automation, Problem Solving, Analytical Mindset, Time Management, Code Documentation, Infrastructure Improvement, Runtime Optimization

Industry

Financial Services

Description

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

Responsibilities

Manage the internal codebase and database of the Monte Carlo simulation engine for local credit risk insurance. Coordinate with various teams to ensure effective data input streams and maintain the internal model infrastructure.