Cat Portfolio Specialist

  • 35121
  • Non-Life - CAT Modeling
  • |
  • Switzerland
  • |
  • May 6, 2019
Reinsurance
RESPONSIBILITIES
  • Leading the definition, review and implementation of Cat capacity metrics and rules, including seeking approval from senior management, communicating impacts to all stakeholders, liaising with IT and operations to ensure orderly implementation.
  • Leading the Cat component of quarterly solvency capital calculation, including extensive liaison with group risk management, local CROs, Finance and auditors.
  • Supporting development of efficient systems and processes for monitoring and reporting on cat exposure, especially for Solvency needs.
  • Contributing to Cat portfolio modeling and steering.
  • Supporting an integrated cat modeling, pricing and portfolio modeling workflow.
QUALIFICATIONS
  • Strong educational background in Mathematics / Modeling / Analytics.
  • 5-10 years of work experience in the re/insurance industry, preferably in Cat modeling.
  • Strong mathematical background.
  • Good IT skills, especially in Excel and SQL, R is a plus.
  • Fluent in English.
  • Diligent, well organized, proactive and solution oriented.
  • Team player with good interpersonal and communication skills.