D&F Modeller

£60000 - £70000 per annum + Desirable Package
08 Sep 2020
08 Oct 2020
Laura Thomas
Job Function
Actuary, Experienced
Contract Type

The role

Talented and entrepreneurial catastrophe modeller required to to join expanding catastrophe modelling team. The D&F Pricing Analyst will have the opportunity to work closely with senior business leaders through operating and enhancing Fidelis' catastrophe modelling and pricing processes.

The role will offer significant growth potential as part of a motivated team. The individual will be able to expand their end-to-end knowledge of the pricing processes and use their skills to help influence our nimble and innovative business.

Key accountabilities

  • Run catastrophe models over client data and demonstrate an in-depth knowledge of their workings.
  • Critically evaluate cedant exposure data and highlight inconsistencies
  • Produce, cleanse and validate cat modelling inputs from raw data where required
  • Take the catastrophe model output and fully price the D&F contracts, using a combination of vendor catastrophe models and cedant historical experience
  • Deliver comprehensive and focused analysis to underwriters and senior management
  • Ability to work in a fast paced environment, with tight deadlines.
  • Ability to work alone, show initiative to solve problems and learn

Skills & experience

  • University degree, preferably in Mathematics, Science or Economics
  • Strong academic background and mathematical acumen
  • 5-10 years' experience running catastrophe models, preferably AIR Touchstone and Catrader
  • Pricing experience across multiple lines of business including Property, Specialty and Terrorism using both modelled and non-modelled methods, e.g. experience rating, curve fitting
  • Exceptional Microsoft Office skills, in particular Microsoft Excel
  • Must be a strong critical thinker who can interrogate the data to ensure it makes sense and provide challenge when required
  • Must balance working on highly detailed projects
  • Must be able to respond positively during busy periods through multi-tasking and effective prioritization against needs of business
  • Ability to develop own code and tools using VBA and Microsoft SQL server

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