Catastrophe Risk Analyst

  • 37580
  • Non-Life - CAT Modeling
  • |
  • New York, United States
  • |
  • Jun 17, 2020
Reinsurance
RESPONSIBILITIES
  • Preparation and review of exposure data including assessing data quality
  • Processing of exposure data as needed for catastrophe modeling purposes
  • Execution of catastrophe modeling and extraction and interpretation of results
  • Creation of various reports summarizing exposures and catastrophe modeling results
  • Post-catastrophe modeling analytics (e.g. reinsurance structure pricing, reinsurance cost allocation, portfolio optimization)
  • Communication of catastrophe modeling results to internal brokers and actuaries and external stakeholders
  • Contribute to internal research and development projects and “whitepapers”
  • Prepare pre- and post-event catastrophe loss estimates in the event of a “live” event
  • Preparation of A.M. Best Secondary Rating Questionnaires (‘SRQ”)
QUALIFICATIONS
  • Recent graduate or up to 3 years of catastrophe modeling experience using RMS and/or AIR
  • Bachelor’s Degree or higher degree, preferably with a STEM and/or actuarial major
  • Excellent written and communication skills with the ability to present complex technical subjects both internally and externally to varied audiences
  • Ability to prioritize and organize tasks under time and resource constraints
  • Strong understanding of relational databases and associated structured query language (“SQL”) skills
  • Proficiency in programming using R, Python, or other comparable language
  • Strong Microsoft Office skills especially Excel and Access including VBA
  • Familiarity with data visualization tools (Power BI, Tableau,etc.)
  • Familiarity of personal and commercial lines insurance including policy forms and conditions.
  • ARe, CPCU designations are a plus.
  • Some knowledge of probability and statistics
  • Strong interpersonal skills