Assistant Manager- Actuarial Technical Solution (CRF#REF100316L)

Open 34d

Key Responsibilities

• Develop Key Performance Indicators (KPIs) to improve profitability, monitor volatility, and facilitate portfolio optimization.

• Design, evaluate, and select optimal financial methodologies to ensure consistency in catastrophe modelling outputs.

• Provide technical and mathematical guidance to the accumulation management team.

• Support both internal and regulatory reporting requirements related to catastrophe accumulation management.

• Assess catastrophe reinsurance protection and contribute to the optimization of program structures.

• Generate insights on projected catastrophe exposure to inform financial planning processes.

• Supply catastrophe accumulation data to the economic capital team and other stakeholders as needed

• Lead innovative initiatives within accumulation management.

Work Experience Required:

• 2-5 years relevant experience in catastrophe modelling.

• Strong mathematical and/or computer science background.

• Proficiency in catastrophe modelling tools (e.g., RMS Risk Modeler, AIR Touchstone).

• Experience with an object orientated programming language.

• Experience with writing SQL scripts.Preferred:

• Experience using RMS HD models and/or AIR Touchstone.

• R experience preferred, but Python also considered.

• Experience in using different loss tables (ELT, YLT, PLT); and writing scripts to calculate statistics such as EP curves.

• Experience writing SQL stored procedures.

• Experience in treaty modelling.

• Bachelor’s or higher degree in Mathematics, Statistics, Actuarial Science, Computer Science, Physics, or a related field.

See also