Description:
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Position: Cat Portfolio Analyst
Job ID: 40609
Responsibilities:
-Maintain and develop the internal capital model for Nat Cat and Calculate the P&C Nat Cat premium
-Quarterly Risk Capital reporting and limit monitoring for Nat Cat
-Cat Limit system monitoring and reporting and communication to management, capital model development, refinement of
-analytical tools for sensitivity testing and analyses around externally placed reinsurance
-Support as subject matter expert on business ad-hoc requests regarding cat portfolio modelling
Solvency II related topics around cat capital assessment
-Provides the Cat inputs for Rating Agencies capital models
-Project work on DFA tool development and process improvement
Qualifications:
Strong analytical, mathematical and statistical
Strong data handling and data visualizations skill set.
Good understanding of financial modelling
Know-how of DFA tools like ReMetrica, Igloo
Know-how of Cat modeling and cat modeling vendor tools like RMS and AIR
-->SALARY: 120-160k
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