About this role

Analyze and manage the portfolio of catastrophic risks
Support risk exposure assessment and decision-making processes
Maintain and develop internal models for Nat Cat in alignment with industry standards
Conduct and refine risk capital calculations for Nat Cat portfolio
Monitor and report on Nat Cat Limit System, ensuring timely communication
Collaborate with cross-functional teams for effective capital modeling and reporting

University degree in Mathematics, Physics or natural sciences
Up to 5 years of proven working experience in relevant field
Experience in Solvency II internal modelling, risk analysis and portfolio management
Good understanding of (re)insurance business and treaty structures
Good knowledge of risk assessment tools
Good understanding of design of vendor models, DFA tools and aggregation platforms
Strong analytical, mathematical and statistical skill set to solve complex analytical problems
Strong data analysis and programming skills in high level and scripting languages
Knowledge of Cat Modeling vendor tools like Moody's RMS and Verisk is a plus
Knowledge in machine learning, deep learning or AI methods advantageous

Cat Portfolio Analyst – m/f/d

Key skills