Support the cat risk analysis and modeling for a leading specialty insurance firm
- Perform catastrophe risk analytics and provide business insights for our delegated authority and portfolio underwritten businesses in the US.
- Collaborate with Actuarial, Predictive Modeling teams to drive improvements in Pricing, Risk Selection models.
- Ensure that all appropriate data is captured in the Property Data Warehouse in a complete, timely, and accurate fashion.
- Ensure the accurate and timely completion of pre-underwriting modeling requests.
- Validate the accuracy of risk level data and adjusting the data as necessary.
- Support the development of tools and processes to capture and assess non-modelled perils as directed by US or Group Management.
- Complete Regulatory and Outwards Reinsurance modeling submissions as required.
- Ensure that US modeling adheres to Group Exposure Management standards
- Create modeled Pro Forma portfolios for Business Planning Purposes.
- Produce modeled losses in the period before, and after a significant Catastrophe.
- Attend industry conferences and transfer knowledge to the risk modeling department on current best practice.
- 1-2 years Cat Modeling and Risk Analytics experience.
- Fluent in a variety of third-party vendor models, RMS essential
- Strong programming and technical skills e.g. SQL, Python, R, VBA, Tableau, Alteryx
- Actuarial/technical pricing knowledge a plus
- Strong written and verbal communication skills.
- Bachelor’s degree in mathematics, actuarial science, hard sciences, computer science, or related field required
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® “A trusted advisor throughout your career”