Catastrophe Analyst (PCK333-207499) New York, New York

This position is responsible for catastrophe modeling, risk aggregation, portfolio analysis and risk reporting at the corporate level. In addition, involvement in capital modeling, reinsurance optimization, and analytical support to profit centers is required.

Responsibilities include:

• Aggregate profit center exposure and carry on various validations to ensure consistence and accuracy of the data
• Model property, workers compensation, and A&H exposures for all perils using multiple vendor models
• Build, verify, and produce portfolio analytics combining underlying exposure and treaty reinsurance information
• Communicate portfolio analytic results to senior management, risk management, profit centers, regulators and rating agencies
• Work with profit centers to increase data quality, modeling standard, and efficiency
• Provide support to capital modeling, reinsurance optimization, and live event loss assessment
• Research on model’s strength and weakness and provide guidance on how to reduce model uncertainties

Requirements:
Minimum 4-6 years cat modeling to include:
• Experience with major catastrophe models, including RMS, AIR and EQECAT
• Master's degree preferred in science, engineering, finance or related field; Bachelors degree required
• Experience with Remetrica, MetaRisk, Igloo, or other DFA models will be a plus
• Strong computer skills including MS Office, VBA, SQL, and/or Matlab
• Experience with simulation methodologies.
• Excellent analytical, communication and organizational skills

To apply, please click here