Yes, this has an essential singularity at $0$: For each $k$, the function $z^k \sum_{n = 0}^{\infty} \frac{1}{z^n n!}$ is unbounded at zero, so the function has a singularity that is not a pole of order $k$. Alternatively, you've already got the full Laurent series: The series coincides with the essential part and is non-terminating.
Note that we can explicitly compute the sum:
$$\sum_{n = 0}^{\infty} \frac{1}{z^n n!} = \sum_{n = 0}^{\infty} \frac{(1/z)^n}{n!} = e^{1/z}$$
Now knowing that $e^z$ has an essential singularity at infinity translates into an essential singularity at $0$ for this function.