Catastrophe Modeler

  • 37737
  • Non-Life - CAT Modeling
  • |
  • Bermuda
  • |
  • Jul 13, 2020
Investment Firm
RESPONSIBILITIES
  • Conduct analyses on property detailed catastrophe software such as AIR, RMS or EQE and present modeling and pricing results in underwriting team meetings.
  • Assist in development of tools that translate client detailed exposure databases in multiple formats to a format directly usable by the Company’s modeling software.
  • Participate in the development and maintenance of the software/methodology to help the Company in pricing catastrophe contracts, on a stand-alone basis, as well as a marginal addition to its portfolio.
  • Management of vendor catastrophe modeling software products.
  • Assist in the development and maintenance of the Company’s internal catastrophe models.
  • Work directly with reinsurance intermediaries and clients with respect to catastrophe modeling issues.
QUALIFICATIONS
  • A Bachelor’s degree in mathematics, economics or engineering.
  • Minimum of 4 years’ experience in a catastrophe modeling role.
  • Must be proficient in the use of detailed vendor models such as AIR Touchstone/ CLASIC2/CATRADER, RMS RiskLink DLM or EQECAT.
  • Strong preference for candidates that have worked at one of the three major catastrophe modeling software companies.
  • Extensive knowledge of AIR and/or RMS exposure databases and experience in development of conversion tools.
  • Exceptional SQL Server skills, including complex query scripting, development of stored procedures and functions, database architecture and design.
  • Demonstrable experience in managing large datasets, databases, and analysis engine clusters.
  • Advanced programming competency with languages and environments such as Python, R, SQL stored procedures, VBA, and GIS packages.
  • Detailed knowledge of underlying science, engineering, statistical approach and financial calculations in catastrophe models.
  • Exceptional skills in Microsoft Excel.
  • Strong interpersonal and communication skills.
  • Ability to organize and prioritize a demanding workload.