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Job ID: 38613
Job Openings by Title Natural Catastrophe Risk Modelling Specialist
Location Switzerland
Description:
Position:  Natural Catastrophe Risk Modelling Specialist
 
Company: Other
 
Location: Switzerland
 
Job ID: 38613
 
Responsibilities:
-Analysis / modelling of individual investment opportunities (reinsurance submissions) and compilation of summary reports for the investment committee using third-party (vendor) catastrophe risk models (i.e., AIR and RMS);
-Query SQL databases and write scripts to extract data from the databases of the vendor tools (AIR, RMS) in order to transfer data between cat modelling tools and portfolio management systems;
-Correspond with counterparties during the analysis phase (brokers, insurers / reinsurers, etc.);
-Support the analysis of the company’s portfolios for monthly reporting and aggregation / accumulation tracking;
-Support the research in potential new peril regions as well as hazard assessments and model validation / adoption for such markets;
-Review, assess and document updates of the third party (vendor) catastrophe risk models;
-Collaborate with ILS Team and support various operational tasks, e.g., updating accumulation control reports, entering trades into the company’s proprietary portfolio management tool, etc.

Qualifications:
-Bachelor or Master degree (FH or University / ETH) in Engineering, Mathematics, Physics, or Natural Science;
-At least 3 years’ relevant work experience in a similar role at a reinsurer or insurer;
-In-depth experience in using at least one vendor catastrophe risk model and software (AIR, RMS, EQE) on a regular basis;
-Basic experience in SQL (MS SQL Server) and knowledge about RMS EDM, RDM and AIR database schemas;
-Experience in one popular programming language and know-how in statistics (e.g., distributions, curve fitting, simulation) are considered a plus;
-Strong communication skills in English (verbal and written);
-Integrity, motivation, analytical thinking team player with distinct organizational skills and attention to detail. 
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