Risk Analyst

Day-to-day responsibilities include but not limited to:
Support monthly portfolio analysis in vendor models Designing and maintaining data systems and databasesOptimization and portfolio management develop and manage catastrophe event responseDevelop a process for reinsurance calculations and net retentions Mining data from primary and secondary sources, then reorganizing dataUsing Statistical tools to interpret data setsPreparing and automate monthly reports

Statistics:
1. Basic Probability pdf, cdf, mean, mode, median, standard deviation2. Monte Carlo simulations3. Extreme Value theory4. Statistical concepts central limit theorem, VAR, TVAR (Expected shortfall) Who can

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Candidates with Actuarial science (3+ actuarial papers), FRM, or Statistics background. Well versed with statistical concepts.
Proficient in advanced Excel, SQL and Python would be preferredHave relevant communication skills and multi-tasking skills and interests Prior experience in catastrophe portfolio modeling or reinsurance treaty modeling is preferred

Education- MSC - Statistics, MA - Economics, Actuarial Science, Finance, FRM, CFA