- This is an exciting opportunity for a NAT CAT Modeller with extensive experience in CAT Risk to transition into a boutique Investment Management team, that focuses on Insurance-Linked Securities (ILS).
- The successful candidate will have the opportunity to work in a dynamic role, taking active involvement in Investment decisions, providing risk insights, and managing diverse stakeholders.
- International business with exciting development opportunities.
Our client is a boutique investment fund that specialises on Insurance-Linked investments for institutional investors. They have a substantial AUM figure and are supported by a renowned and established Asset Manager in Switzerland.
- Analyse and model investment opportunities using vendor CAT Risk Models (AIR, RMS, EQE etc), providing quality insight to support investment decisions.
- Prepare regular and ad-hoc reports for the investment committee on NAT CAT perils, compiling various sources from vendors and portfolio management databases.
- Act as thought-leader and advance research on developments related to specific perils and regional changes.
- Validate models for use in new regions.
- Collaborate with investment teams to ensure operational tasks and investments are well documented, reported, and managed.
- Act as conduit between various stakeholders, both internally and externally ensuring information is correctly disseminated to all relevant parties.
- BSc/MSc (or equivalent) degree in scientific/mathematical subject, such as Engineering, Physics, Maths, Natural Sciences
- Experience in using models from CAT Risk vendors, including AIR, RMS, EQE within a commercial environment, i.e within an (Re)Insurer. Please apply if you have Expert level experience in at least one vendor programme.
- Able to write (basic) SQL queries; understanding of the vendor databases is useful. Knowledge of statistical modelling in other programming languages is also advantageous.
- Fluent English (written and spoken) and comfortable to discuss advanced CAT Risk Analytics in a professional environment.
- Strong communication and team-player mentality.