Overview

Cat Portfolio Analyst – 29603

The Portfolio Analyst will report to the Senior Portfolio Analyst and be responsible for producing portfolio-level modelling metrics, ensuring the accurate aggregation of their Cat Modelling team’s pricing of individual deals across the lines of businesses, encompassing Direct & Facultative, Treaty, Marine Cargo, Energy (onshore, offshore, renewables), and MGAs.

Ref: 29603

  • Location: London
  • Category: Cat Modelling
  • Type: Permanent

Overview

Key Duties (Including but not limited to):

  • Efficiently maintain accurate rollups of outward reinsurance programs in the actuarial pricing and aggregation system (FireAnt), reflecting their impact on capital and pricing
  • Oversee monthly and quarterly rollup processes to meet the team’s reporting needs
  • Prepare Cat Modelling submission data for outward partners using FireAnt, producing exposure files, modelling reports, and summary documents
  • Support an up-to-date business plan at the layer level within FireAnt, tracking forecasts and performance versus plan, while continuously improving processes

Qualifications required:

  • Minimum of 3 years of experience in a Property Cat Modelling role OR a nearly qualified actuary with a relevant (Nat Cat) Pricing background within (re)insurance

Experience required:

  • Able to analyse raw Cat Model output to determine contract pricing and assess implications on PML and capital
  • Understanding of YELTs, PMLs, EP curves and (re)insurance pricing
  • Proficient in the modelling practices and procedures, with an understanding of the strengths and weaknesses of AIR modelling being an advantage
  • Strong SQL (or alternative scripting languages) and Excel skills are essential

Consultant

Osian-Wynn Griffith

Consultant | Catastrophe Modelling

T: +44 (0) 203 867 9843

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