Exposure Management and Model Validation

An excellent opportunity for an experienced catastrophe risk modeller within one of the largest, best known global insurers and Lloyd’s syndicate.

The main purpose of the role is to support the groups catastrophe modelling team in carrying out all validation of catastrophe models and providing strategic oversight on non-modelled perils.

This role will have responsibility and oversight for all group models and providing strategic analysis of models, making recommendations on how best to improve, develop and utilise models, processes and systems. As well as analysis of non-modelled perils to provide the company with a view of risk on new and emerging risks such as cyber and terrorism.

You will manage relationships with a range of internal and external clients including, CRO, CFO providing board level reporting on all risks and models. Externally you will manage the relationship with third party vendor model providers and regulators.

Experience:

Experience in Exposure management.
Excellent understanding of Catastrophe risk modelling techniques, tools and vendor models.
Experience of producing regulatory reports such as RDS and LCM.
Experience of providing detailed analysis on catastrophe models and providing strategic input.
Ability to develop new models, experience in software languages such as , SQL, Access, R