Catastrophe Portfolio Manager

  • 33334
  • Non-Life - CAT Modeling
  • |
  • England
  • |
  • 6 days ago
  • Develop detailed in depth and actionable portfolio analytics for the Property portfolio.
  • Build a detailed understanding of the International property portfolio and develop catastrophe analytics which are aligned with business strategy and which provide underwriters with catastrophe underwriting strategic choices.
  • Develop catastrophe exposure and profit optimization metrics.
  • Carry out vendor model review / validations and propose adjustments where applicable to align with the company internal view of catastrophe risk.
  • Develop a good understanding of the relevant peril region data sensitivities of the vendor models used and build data quality enhancement protocols and guidelines accordingly.
  • Work with the Head of Catastrophe Management and IT to develop desktop underwriter / catastrophe analyst real-time analytical tools.
  • Significantly contribute to the development of risk views for peril regions where third party probabilistic vendor models are not available.
  • Provide outwards catastrophe reinsurance analytics and propose alternative reinsurance structures.
  • Develop a good understanding of the non-property lines of business to provide support to other managers / senior analysts.
  • Support other cat mangers and senior analysts across other lines of business when required.
  • At least 6 years of catastrophe modelling experience with emphasis on detailed portfolio analysis, reporting and model testing.
  • In-depth experience of Risk Link / Risk Browser and preferably an alternative vendor model.
  • Significant experience of validating / reviewing vendor models and proposing model augmentations.
  • Experience of managing sizeable projects including elements of significant complexity.
  • Evidence of having solved technical problems / challenges.
  • Management experience preferable.
  • Degree educated, preferably in mathematics, engineering or a science.
  • Advanced data manipulation and analytical IT capabilities.
  • Advanced working knowledge of SQL and preferably VBA.
  • Advanced knowledge or RMS EDM and RDM structures.
  • Very strong math’s capabilities and the desire to work heavily with numbers.
  • Strong interpersonal skills.
  • Good written and oral communication skills; ability to explain technical issues in non-technical terms and to present to senior management.
  • The ability to produce high quality presentation material.
  • Very high levels of accuracy.