Sr. Catastrophe Analyst

  • 34242
  • Non-Life - CAT Modeling
  • |
  • New York, United States
  • |
  • Sep 18, 2018
Reinsurance
RESPONSIBILITIES
  • Perform data scrubbing/formatting and modeling analyses of individual catastrophe excess, pro rata and per risk programs and provide knowledge in the areas of catastrophe modeling, data quality and pricing for property catastrophe and specialty reinsurance business lines.
  • Liaise with the underwriting department on review and interpretation of the modeling output, pricing of reinsurance of contracts and added analytics based on catastrophe model results.
  • Interact with peers within brokers and client companies to ensure clear understanding of data requirements, quality and completeness of data provided, and interpretation of modeling results.
  • Develop and improve the catastrophe modeling inputs and metric outputs used for reinsurance pricing, consult on appropriate uses of metrics to inform decisions.
  • Guide efforts to improve data quality within the team and in collaboration with clients/brokers.
  • Lead model studies including the validation of underlying science, usage, and outputs.
  • Ability to identify opportunities for improved processes, develop specifications for solutions and liaise with development to implement via the company systems.
QUALIFICATIONS
  • BS or BA degree in math, applied science, computer science, actuarial science or other quantitative discipline.
  • At least 5 years of experience with two of the major catastrophe models.
  • Experience with modeling in a Reinsurance firm or within a broker setting is preferred.
  • Must possess knowledge of modeling property insurance and reinsurance business and of various types of reinsurance/retro structures.
  • Good understanding and experience with writing SQL queries/stored procedures as related to the catastrophe modeling is required. Some programming capability R, Python a plus.
  • Ability and desire to work in a fast-paced business environment.
  • Demonstrated ability to work collaboratively and engage multiple stakeholders from across the business.
  • Excellent communication skills and a strong work ethic and commitment to meet deadlines.