Senior Mathematician Insurance-Linked Securities
Core
Quantitative analysis of natural catastrophe risks and modeling of Catastrophe Bonds and ILS investments for reinsurance and capital market decisions.
Role type
Senior quantitative analyst (ILS)
Builds
Robust loss assumptions for reinsurance and ILS transactions
Domain
Insurance / Reinsurance / Natural Catastrophe Risk
Deliverable
production ML models
Required skills
Natural catastrophe modeling, Verisk (AIR) models, loss data analysis, reinsurance transactions, complex dataset analysis, Python, R, SQL
Preferred skills
Actuarial Mathematics background, risk management experience
Responsibilities
Take responsibility for quantitative analysis of natural catastrophe risks, Assess model, portfolio and loss data to derive robust loss assumptions, Model and evaluate Catastrophe Bonds and ILS investments, Work closely with risk experts to discuss model results and uncertainties, Take technical responsibility for natural catastrophe-related topics at the interface between reinsurance and capital markets