Senior Actuary / Data Scientist for the Pricing Actuary (m/f/d)

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

Are you looking for an exciting, challenging job at one of the largest financial service providers in the world? Then you are exactly right with us. In the pricing actuarial department of Allianz Versicherungs-AG, we analyze the complex financial risks of the insurance business and make them predictable by using mathematical models and big data methods. Our strategically important findings thus form the basis for price calculation and tariff development, which we are responsible for together with our interface partners at the product provider for Allianz's entire property insurance business in Germany.

For our department, we are currently looking for several prospective senior actuaries or data scientists (m/f/d) who, together with the various teams (force, property, detention, accident, both private and corporate business), will further expand and implement it operationally of the following activities and assume a responsible role within the associated change processes.

The appeal and challenge of this job lie in the exciting technical and mathematical requirements and the large variety of topics on the one hand and the direct operational connection to the business on the other. In close cooperation with the units responsible for results and other interface partners, you will take on tasks along the entire spectrum of the actuarial value chain (data preparation, modeling, tariff development, backtesting, reporting) for the entire property insurance business of Allianz in Germany, sometimes in an agile way.

Tasks:

• Development of stochastic forecast models (risk/cancellation/conversion models) and technical tariffs including the use of the latest algorithms for data analysis (especially machine learning, data mining) Innovative further development of the existing actuarial methodology to solve actuarial questions along the entire actuarial value chain within the framework of the technical Allianz Group Excellence Initiative
• End-to-end responsibility in cross-functional projects and active participation in strategic initiatives and focus areas of Allianz Versicherungs-AG
• Strategic tariff development and actuarial support in tariff and product development (e.g. calculation of service improvements and implementation of impact analyses) as well as development and parameterization of pricing tools in underwriting
• Creation of actuarial analyzes and dashboards

Requirements:

• Excellent degree in mathematics, physics, computer science, statistics or a comparable field of study, doctorate an advantage
• If possible, ongoing or completed training as an actuary DAV or another actuary association recognized by the International Actuarial Association (the training is financed by the company)
• Well-founded practical experience in the actuarial development of stochastic forecast models and technical tariffs or with corresponding big data methods (machine learning, data mining, etc.) as well as in dealing with corresponding software (e.g. Emblem, Radar, Radar Live, SAS, R, Python, Java)
• Knowledge of related areas (e.g. reserving, risk management, accounting, controlling, investment management) would be an advantage
• Very good analytical, conceptual and communication skills
• Ability to work independently and take on project responsibility within the team
• Very good knowledge of spoken and written German and English

Additional Information:

Appointment date: ongoing