For the light rye, combine the water and yeast in a large bowl. Let sit for about 5 minutes until foamy. Stir in the molasses and salt. Add both flours, caraway seeds and oil and stir until a shaggy dough forms. Remove the dough from the bowl and knead for 5 minutes until the dough is smooth and elastic. Place the dough in an oiled-bowl, cover and let rise until doubled in volume, about 1 hour.

For the dark rye, repeat the same steps as the light rye adding the cocoa powder after stirring the flours into the yeast mixture.

Roll each dough into a 10-inch by 15-inch rectangle. Place the dark rye dough on top of the light rye and roll into a log starting from the short end. Carefully roll it back and forth and tuck in the ends. It should be about 13 inches long. Transfer to a parchment-lined sheet pan seam side down. Cover loosely and let rise until doubled in volume, about 1 hour.

Preheat the oven to 450 degrees F. Using a sharp knife, make 3 diagonal slashes about 1/2-inch deep on the top of the loaf. Whisk the egg white with 1 teaspoon water and brush with the egg wash. Sprinkle with caraway seeds. Reduce the oven temperature to 350 degrees and bake until golden brown or a thermometer inserted in the center of the loaf reads 200 degrees F, about 40-45 minutes. Cool completely on a wire rack before serving.