Senior CAT Modelling Analyst

  • 35459
  • Non-Life - CAT Modeling
  • |
  • Connecticut, United States
  • |
  • Jul 5, 2019
Reinsurance
RESPONSIBILITIES
  • Analysis of exposure data provided as input to the risk analyses, including data quality assessment, data augmentation and data management. Investigate and address data inconsistencies or anomalies.
  • Processing of exposure data as needed to prepare the information for catastrophe modeling and reporting.
  • Perform catastrophe risk analyses, review and verify results, and prepare the necessary reporting. Communicate and explain results to users of the information Support analyses for periodic catastrophe portfolio roll-ups, internal and external reporting needs, and post-event loss estimation.
  • Support training for less experienced modeling analysts and help provide guidance on modeling tasks.
  • Provide support for internal projects and the development of Company’s internal view of risk, including testing, sensitivity analyses and impact studies.
  • Contribute to the maintenance of Company’s catastrophe modeling landscape and drive projects to further improve its efficiency, including maintenance and development of internal software tools.
QUALIFICATIONS
  • You will have 2 to 5 years of experience in catastrophe modeling.
  • You should be fluent in the use of a catastrophe model such as RMS or AIR, and have strong knowledge and experience in modeling of large US and global reinsurance programs with complex inuring structures.
  • You must be familiar with cat modeling methodologies, and be able to investigate and explain model results.
  • Strong IT/technical skills and programming ability are also desired.
  • Experience with use of a catastrophe model such as RMS or AIR, and familiarity with insurance/reinsurance conditions
  • Demonstrated experience in modeling of large and complex US and global reinsurance programs.
  • College degree in a quantitative field, such as natural science, engineering, or mathematics.
  • Strong analytical skills.
  • Some knowledge of probability and statistics required.
  • Ability to work with large data sets, analyze, process, visualize and communicate quantitative information.
  • Knowledge of relational databases, with a preference for MS-SQL Server, is a plus.
  • Some programming ability, such as familiarity with R and C# will be beneficial.
  • Excellent communication skills required, with the ability to present complex technical subjects to varied audiences.
  • Ability to prioritize and organize tasks under time and resource constraints.
  • Strong interpersonal skills and ability to collaborate effectively with both local and remote team members.
  • Creative, results-oriented, self-drive.