Senior Software Engineer (Big Data)

We are seeking a Software Engineer, specialized in data engineering to join our dynamic Tech team. to reinforce our team and help us build and further maintain tools around accumulation monitoring. The candidate key skills will be the ability to develop a complex application together with a good understanding of the (re-)insurance industry.

As a reinsurer, controlling our accumulation is a key aspect of the underwriting process; it is an important driver of our risk appetite, our capacity limits and our retrocession. But accumulation is challenging as it can impact us in many different ways, requires a lot of cedent and market data that are typically not harmonized through a common standard, and can involve heavy calculations.

To address this need, a new accumulation team has been created (with experts from different lines of business) and a study has been launched to build a new system that should:

• Acquire and gather exposure data in a central place and in a harmonized way
• Augment the exposure data with additional information at the cedent's risk (individual exposure) level or the SCOR contract level to enhance reporting possibilities.
• Apply logic that recognises that risks that may be coded differently across cedents are in fact the same and therefore subject to the same per risk accumulation 
• Support the creation of standard and ad-hoc scenarios to answer requests from the management/the regulators.
• Efficiently compute accumulation exposures, apply primary and reinsurance terms and conditions for millions of locations/policies.
• Enable standard and ad-hoc reporting through modern BI tools and storage technologies.

Key duties and responsibilities

You will be responsible to design and create essential parts of our software stack:

• Spark calculation engine, including financial module, accumulation logic, risk matching.

• Scenario module, potentially including statistical model creation/implementation.

• Data modeling and organization.

• Exposing results to the BI tools to enable performant and flexible reporting.

• You will work in a team and will support the work of others through code reviews and pair programming.

Required experience & competencies

• Minimum 5 years professional experience in software development.

• Strong experience of big data engineering development with PySpark.

• Strong experience with Databricks and the cloud-based Lakehouse architecture.

• Working experience with Agile methodologies.

• Knowledge of the (re)insurance industry.

• Actuarial expertise is a plus for the role.

Required Education 

• Master's degree (or equivalent experience) in Computer Science/Physics/Mathematics or related technical field.

• Databricks certification a strong plus.

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