Responsibilities
- Produce portfolio insights such as portfolio TVaRs and marginal impact assessments
- Develop, maintain and operate financial models
- Assist the team in translating portfolio targets into origination signals
- Support trade execution by analysing, sizing, performing validation review to determine portfolio fit
- Ensure that the data is reconciled and appropriate for use
- Assist with event response analysis such as loss estimates and portfolio impact
- Produce ad-hoc and recurring investor reporting
- Contribute to investor decks
- Design and suggest improvements for portfolio systems and workflows
- Develop scripts and tools to automate processes and enhance analytics
- Work collaboratively in a team environment work to support efficiency within the department and perform any other duties as the Company may require from time to time
Requirements
- Bachelor’s degree in economics, engineering, mathematics, computer science or similar
- A minimum of five (5) years of actuarial or catastrophe modelling analytics experience in ILS, reinsurance, asset management, or a related field
- Knowledge of coding language (e.g. C#, Python, SQL) and experience working with large databases
- Strong work ethic with excellent attention to detail
- Curious, proactive, and willing to learn across analytics and systems
- Ability to work independently on solutions to complex problems in a fast-paced environment
- Excellent communication skills, both verbally and written
- Ability to establish, maintain and expand business relationships at all levels
- Willingness to work additional hours as needed to meet business objectives
Nice to Have
- Experience creating investor-facing presentations is preferred
Additional Information
- 10% TAX