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| Job Location | London |
| Education | Not Mentioned |
| Salary | £600.00 - £750.00 per day |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Contract, full-time |
Job DescriptionYou 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 ExperienceoMinimum of 10 years of experience developing quantitative code.oStrong analytic skills (university level computer science, maths, physics, engineering, etc.). A PhD is a plus.oStrong, proven, programming and technical design skills.oGood understanding of tensor-based data operations. oGood understanding of Scala. R and Python are a plus. oExperience with Spark.oExperience with an object-oriented programming language, (e.g., C++, Java, Scala). More is a plus.oExperience with functional programming.oExperience with numerical programming and optimisation.oGood understanding of databases, SQL.oGood understanding of BigData infrastructure from a user perspective. oFluency in English.By applying to this advert you are giving CPS Group (UK) Ltd authority to hold and process your data for this specific role and any other roles we may deem suitable to you over time. We will not pass your data to any third party without your verbal or written permission to do so. All incoming and outgoing calls are recorded for training and compliance purposes. CPS Group (UK) Ltd is acting as an Employment Agency in relation to this vacancy. Our new privacy policy can be found here