Catastrophe Modeler

  • 35956
  • Non-Life - CAT Modeling
  • |
  • Switzerland
  • |
  • Oct 2, 2019
  • |
  • French, German
  • Modeling analyses of catastrophe exposed reinsurance treaties using vendor models and internally developed models and tools.
  • Support of the teams.
  • Write SQL code to process model data input and output.
  • Interact with underwriters and provide analytical support on contracts.
  • Interact with brokers and clients in collaboration with the underwriter to ensure understanding of data provided and interpretation of modeling results.
  • Perform modeling studies and other cat related projects / ad-hoc requests, e.g. model validation, automation of pricing flow, reporting, UI development.
  • Support cat accumulation control process.
  • Bachelor’s degree in quantitative discipline such as actuarial science, mathematics, engineering, computer science etc.
  • Strong understanding of mathematical and statistical concepts.
  • Expertise in the area of catastrophe modeling, data quality control and pricing of reinsurance treaty business, understanding of probability and statistics.
  • Advanced experience in using third party cat models, especially RMS.
  • Good knowledge of MS Excel, MS Access.
  • Programming skills, knowledge of data science.
  • Excellent analytical skills and problem solving ability.
  • 3 to 5 years of experience in catastrophe modeling in the reinsurance industry, preferably relating to European markets.
  • Team player, excellent verbal and written communication skills, strong work ethics.
  • Fluent in English, German and/or French language skills are an advantage.