Posted:13 hours ago|
Platform:
Work from Office
Full Time
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
Apply
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
Advanced Risk Analytics
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