Senior Software Engineer (Risk Modelling) F / M

Senior Software Engineer (Risk Modelling) F / M

Join to apply for the Senior Software Engineer (Risk Modelling) F / M role at Allianz Trade in Belux

Overview

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, translating theoretical concepts into working implementations.

Responsibilities

• 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 the early stage.
• Architectural design – shaping the overall structure of the simulation engine.
• Development – coding in Python with use of libraries, refactoring old code from C++ and SAS into Python.
• Release management in GITLab; manage forks in a testing and production environment.
• Document code; create automated (unit) performance tests and data quality metrics.
• Extension – propose continuous improvements to infrastructure, optimize runtime speed, add new model features, sandbox testing before production.
• Maintenance – solve issues during quarterly calculations / reports, maintain platform for data collection, support model review, testing, analysis and reporting of SCR, participate in Group IT initiatives.

Qualifications

Benefits

Allianz Group is one of the most trusted insurance and asset‑management companies in the world. We provide a diverse and inclusive workforce, equal opportunity employment, and a supportive environment where employees can grow, innovate, and help shape the future for our customers and the world around us.

#J-18808-Ljbffr