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You will be lead developer with respect to design and implementation of a new calculation engine that is able to generate all the cash flows arising from reinsurance contracts and a set of input cash flows. The programming languages you will be using most frequently will be R, Scala, and possibly Python. You will make use of Spark. The required calculations are to a large extent data-parallel and are therefore suited for a massively parallel approach using Spark.
Knowledge, Education and Experience
o Minimum of 10 years of experience developing quantitative code.
o Strong analytic skills (university level computer science, maths, physics, engineering, etc.). A PhD is a plus.
o Strong, proven, programming and technical design skills.
o Good understanding of tensor-based data operations.
o Good understanding of Scala. R and Python are a plus.
o Experience with Spark.
o Experience with an object-oriented programming language, (e.g., C++, Java, Scala). More is a plus.
o Experience with functional programming.
o Experience with numerical programming and optimisation.
o Good understanding of databases, SQL.
o Good understanding of BigData infrastructure from a user perspective.
o Fluency in English.
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