Head Analytics ILS

  • 34066
  • Life - Investments
  • |
  • Switzerland
  • |
  • Aug 20, 2018
  • |
  • German
  • Development and implementation of the company’ strategy with regards to the use and application of third-party cat risk models within the IT framework.
  • Collaborate with the company’s tool development team to help expanding and cross-leveraging analytic systems and solutions and to drive the establishment and use of a common tool platform.
  • Model and analyze investment opportunities; compile summary reports for the investment committee; participate in IC meetings to discuss key findings.
  • Generate exposure aggregations, drawdown scenarios for the funds as well as any transformer vehicles in order to provide reports to investors, regulators, rating agencies etc.
  • Review, assess, test and document updates of third-party cat risk models; establish the official company’s view with regards to changes arising from such new releases.
  • Drive the research with regards to innovations or challenges of the catastrophe risk modelling landscape; establish white paper analyses which can be shared with the company’s client base.
  • Support various reporting tasks, e.g., updating accumulation control reports, entering trades into the company’s proprietary portfolio management tool, etc.
  • University degree in Statistics, Mathematics, Econometrics, Physics, Computer Science or other quantitative field preferred.
  • 5 to 8 years of relevant working experience in natural catastrophe modelling within the insurance / reinsurance industry.
  • Strong knowledge of leading vendor models and reporting tools and applications.
  • Extensive knowledge of statistical / data mining methods and successful business applications.
  • Excellent communication skills and fluent in English and German, other languages of advantage.
  • Integrity, motivation, strong attention to detail, pro-active and a strong team player.