Portfolio Analyst
Core
Produce portfolio risk/return modelled projections, conduct custom portfolio creation and new portfolio design analyses, and perform marginal impact analysis, tail risk assessment and concentration analysis for Catastrophe (Cat) Bonds and Insurance-Linked Securities (ILS).
Role type
Portfolio Analyst (ILS/Cat Bonds)
Builds
Portfolio risk/return models, cash forecasting tools, portfolio construction systems, and fronting arrangement management tools.
Domain
Insurance-Linked Securities (ILS), Catastrophe Bonds, Reinsurance, Retrocession
Deliverable
production ML models
Required skills
Python, SQL, R, Excel, portfolio risk modeling, marginal impact analysis, tail risk assessment, concentration analysis, cash forecasting, RFP preparation
Preferred skills
French, German
Technologies
Python, SQL, R, Excel
Responsibilities
Produce portfolio risk/return modelled projections, conduct custom portfolio creation and new portfolio design analyses, monitor and forecast cash across portfolios, prepare and communicate portfolio projection results for internal and client use, contribute to and respond to Requests for Proposals (RFPs), help in the development and enhancement of portfolio management and analytical systems.
Seniority
Mid-level, hands-on IC