Exposure Management Lead

  • 34954
  • Non-Life - CAT Modeling
  • |
  • England
  • |
  • Mar 22, 2019
Insurance
RESPONSIBILITIES
  • Monitoring, managing and reporting the business’s aggregate exposures to catastrophic and systemic events across all lines of business
  • Managing and quality controlling the catastrophe modelling analysis for pricing
  • Pricing the catastrophe risk on major portfolios and complex accounts
  • Preparing the catastrophe-related supervisory returns to Lloyd’s and other regulators
  • Supporting the quarterly reserving exercise
  • Supporting the capital model parameterization exercise, particularly the catastrophe risk component and the consideration of systemic loss scenarios
  • Assisting with internal data enhancement projects
QUALIFICATIONS
  • Experience in exposure management processes and reporting, ideally across multiple lines of business. Knowledge of specific Lloyd’s requirements very helpful
  • Experience of working with natural catastrophe models; AIR preferred.
  • Business and financial understanding. The job is within the actuarial team, and candidates with an actuarial background would be welcomed, but is not a requirement.
  • Must be commercially aware and able to communicate effectively with different audiences.
  • IT skills
  • High level Excel and SQL skills.
  • Exposure to ResQ, and PowerBI would be an advantage.
  • Other IT skills such as R, Python also welcome.