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The Senior Portfolio Analyst will be responsible for producing portfolio-level modelling metrics, ensuring the accurate aggregation of their Cat Modelling team’s pricing of individual deals across the lines of businesses, encompassing Direct & Facultative, Treaty, Marine Cargo, Energy (onshore, offshore, renewables), and MGAs.
Job Responsibility:
Efficiently maintain accurate rollups of outward reinsurance programs in the actuarial pricing and aggregation system (FireAnt), reflecting their impact on capital and pricing
Oversee monthly and quarterly rollup processes to meet the team’s reporting needs
Prepare Cat Modelling submission data for outward partners using FireAnt, producing exposure files, modelling reports, and summary documents
Take ownership of core processes and review junior team members’ work thoroughly
Requirements:
Minimum of 5 years of experience in a Property Cat Modelling role OR a nearly/newly qualified actuary with a relevant (Nat Cat) Pricing background within (re)insurance
Able to analyse raw Cat Model output to determine contract pricing and assess implications on PML and capital
Understanding of YELTs, PMLs, EP curves and (re)insurance pricing
Proficient in the modelling practices and procedures, with an understanding of the strengths and weaknesses of AIR modelling being an advantage
Strong SQL (or alternative scripting languages) and Excel skills are essential