New York, Catastrophe Modeler (QBE Insurance Corporation, New York, NY): Implement catastrophe modeling services by providing guidance on catastrophe exposure drivers and optimization. Assess gross and net losses from deterministic natural, cyber, and casualty catastrophic disaster scenarios. Develop future forecast changes in catastrophe exposure and support underwriting leaders in all areas of the measurement and control of catastrophe risk using RMS, AIR, and IF catastrophe models, SQL, and R coding and scripts, and internal claims data. Design and manage detailed processes and databases to provide modeling information and processes to support divisional reporting, business channel rollup, and corporate reporting; to validate and challenge vendor model catastrophe results; to store complex catastrophe modeling exposure, loss, and claims information; and to support new business channels, data systems, and underwriting products. Monitor adherence to capacity allocations and insurance KPIs using detailed analytics.
Full time employment, Monday – Friday, 37.5 hours per week, $123,000 - $183,000 per year.
MINIMUM REQUIREMENTS:
Bachelor’s degree in Mathematics, Statistics, Operations Research, Risk Management, Actuarial Science, Finance, or a related field, and 7 years of post-bachelor’s, progressive work experience in Catastrophe Modeling field; OR Master’s degree in Mathematics, Statistics, Operations Research, Risk Management, Actuarial Science, Finance, or a related field, and 5 years of work experience in Catastrophe Modeling field.
Of the required experience, must have 3 years of experience in each of the following:
SQL coding; and
SAS coding.
Of the required experience, must have 2 years of experience in each of the following:
Catastrophe Modeling Software, including RMS RiskLink, AIR Touchstone, and IF Elements;
Cyber Modeling Software: Guidewire Cyence;
R, VBA, and PowerBI/DAX coding; and
Microsoft Power BI.
Employer also requires experience in Casualty Modeling Software: Arium and Praedicat.
Any suitable combination of experience of education, training, or experience is acceptable.
To Apply: Email CV to jonathan.stalder@us.qbe.com with Job Code KBGFJG65860-5 in the subject line