Senior Data Scientist - Actuarial Modelling - Allianz Direct

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

The candidate would be required to provide support to Actuarial Modelling unit carrying out the following activities:

• Data collection and preparation for further analysis and modelling
• Develop and update statistical models for Motor products using advanced statistical techniques like GLM and Machine learning approach
• Analysis of classification based on technical features
• Demand models with application of different algorithms
• Tariff definition/revision based on evidence from statistical models
• Assessment on a regular basis of the quality and correctness of the models
• Data exploration to improve model predictiveness
• Analysis of customer life-time value
• Update of the portfolio analysis with the main KPIs to monitor the acquired portfolio
• Data processing through Sas/Sql/Radar Base/Python to support standard portfolio or ad hoc simulation and monitoring analysis.

KEY REQUIREMENTS/SKILLS/EXPERIENCE

• At least 2 years of experience in Insurance Company/Consultancy Firms with focus on P&C Motor Pricing
• Master's Degree in Statistics, Mathematics, Actuarial, Physics or Computer Science
• Good knowledge of the whole Tower Watson Suite: Emblem, Classifier, Radar
• Sas, Sql, VBA, Python
• Proficient with Office
• Github/Jenkins, Docker, Kubernetes, Cloud development are a plus
• Strong analysis, problem-solving, and communication skills
• Ability to work independently as well as engage and interact with different stakeholders
• Curious about new approaches to Pricing and committed to continually increase technical knowledge
• Team spirit, self-motivation, and a proactive result-driven working style as well as ability to interact in a global work environment with people from different countries and cultures.
• Strong ability to work under pressure and sharply meet deadlines
• Fluent in Italian and English

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.
Join us. Let's care for tomorrow.

Both genders may apply in accordance with the L. 903/77 (s.m.i).