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
#Brussels
#Belgium
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.
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