Catastrophe Modellers @ Aarush Consultant

Job Description

• Model Sensitivity Analysis Testing the change in model output with change in input parameters.
• Answering SRQ using internal tools and modeled losses for answering Natural Catastrophe portion of SRQs.  
• Modeled loss investigation Undertake studies to find drivers of losses and validate the loss movements. May need some support from the seniors for complicated loss movements .  
• The incumbent will also be expected to co-ordinate and communicate with the onshore lead analyst as and when needed in order to
  •  discuss the progress made as well as any items of significance
  •  seek feedback and suggestions

Desired skills and competencies  

• SQL (including stored procedures) Intermediate/Advanced
• Excel (including VBA) Intermediate/Advanced
• Statistics including knowledge of simulation methodologies Intermediate/Advanced
• Catastrophe Model Framework (including RiskLink and Touchstone Financial Modules) Intermediate/Advanced  
• Insurance and Re-insurance terms coding, including multi layered sublimits and policy restrictions Intermediate/Advanced  
• Treaty coding Intermediate/Advanced
• Proprietary Modeling (iQUIP modeling) Intermediate/Advanced
• ArcGIS Intermediate/Advanced
• Event Response Intermediate/Advanced
• Programming skills (Preferred) R/Python/Matlab Intermediate/Advanced
• Model Sensitivity Analysis Intermediate/Advanced
• Financial Module / Backend loss calculations Intermediate/Advanced

Job Description

• Model Change Management Intermediate/Advanced
• Database schema (manipulate tables and automate tasks through backend) Intermediate/Advanced  
• Inter model exposure conversion Intermediate/Advanced
• New tool development Basic/Intermediate
• Analytical Advanced
• Communication (verbal and written) Advanced
• Time Management Advanced
• Stakeholder Management Advanced
• Dealing with Ambiguity Advanced
• Complex problem solving Advanced
• Multi-tasking Advanced
• Presentation Advanced
• Mentoring Basic/Intermediate
• Decision making Intermediate/Advanced
• Investigation Intermediate/Advanced
• Project Management Intermediate/Advanced

Qualifications

Education Major Graduate/Post-Graduate in any Quantitative Discipline, preferably, but not limited to, Mathematics/Statistics/Economics, Engineering, etc. Degree Bachelor Post-graduate

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