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Senior Catastrophe Modeller

4 months ago


Camden Area, United Kingdom Vallum Associates Full time
Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000

I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London

Responsibilities:nSpearhead advancements in analytics automation and the delivery of new reporting processes.nMentor and develop fellow analysts.nEnsure accurate and timely completion of quarterly portfolio rollups.nDevelop an intricate understanding of the portfolio, crafting catastrophe analytics aligned with business strategy, empowering underwriters to make strategic decisions.nGenerate analytics essential for annual business planning and portfolio reviews.nSupport enhancements in managing and pricing non-modeled natural catastrophe risk.nProduce exposure and loss estimate reports for event responses, validating experience against modeled exposure.nOffer analytics support for reinsurance purchase and optimization.nProvide data to the Catastrophe Reporting Team for regulatory requirements.nContribute to automation initiatives aimed at enhancing modelling and reporting efficiencies.

Requirements & Experience:nHold a degree, preferably in mathematics, engineering, or a related field.nProficient in data manipulation and analytical IT capabilities.nStrong command of SQL.nExperience with programming languages like R is advantageous.nSound understanding of RMS EDM and RDM structures.nFamiliarity with AIR TSE and TSR structures is desirable.nEffective communication skills.nExceptional project management abilities, capable of managing multiple projects concurrently.nClear written and verbal communication skills, able to simplify technical matters for non-technical audiences and present to senior management.nAbility to generate high-quality presentation materials.nDemonstrated commitment to data accuracy and reporting precision.

If you would be interested in discussing this opportunity further, please apply now