Specialist Cat Model

About the role

Do you have in-depth experience in Nat Cat models and tools? Do you like working in a distributed team of Cat Model specialists with a host of diverse group of backgrounds, educations and skills? Does researching and debugging issues excite you? Do you love coding and developing tools from scratch?

We're looking for a curious individual supporting our NatCat infrastructure development team who loves to build tools and scout for new insights on how to best demonstrate Swiss Re's proprietary NatCat models!

As a Cat Model Specialist you would work as part of the Cat Perils Cat & Geo Modelling team in maintaining models, tools and applications used in the NatCat costing process. You would support the model developers in validating their models in the prototype framework and deploying them into the global productive Nat Cat platform.

Your focus areas would be building concepts and tools for exposure reporting in combination with internal models and external risk model providers along with the model maintenance and validation. This role also includes, ad-hoc user support, data mining/extraction tasks, release testing of NatCat tool suite and associated documentation.

About the team

You will be embedded in the Cat & Geo Modelling team located in Zurich and Bangalore which covers a wide range of specializations in natural science, engineering and statistics subject areas.

The catastrophe perils department is responsible for Swiss Re’s global natural catastrophe risk assessment. The department advances innovative probabilistic and proprietary modelling technology for earthquakes, windstorm and flood hazards, with a clear business directive to grow Swiss Re’s competitive edge in close collaboration with underwriters and clients. In addition, we are engaging with the open source modeling platform Oasis and are a leading partner in this community.

As part of the Cat & Geo Modelling team you work closely with various Cat Perils partners in designing and maintaining NatCat tools. In addition, you will also have the opportunity to participate in end to end modelling and costing/pricing for key client portfolios with underwriters.

Depending upon your inclination and skills, you can widen your role in the team over time.

Main tasks/activities/responsibilities :

• Conceptualize and build NatCat applications using sophisticated analytical technologies
• Collaborate with model developers across the various peril teams in implementation and testing of their models into internal framework
• Develop and implement concepts to improve the internal modelling framework
• Collaborate and coordinate with various teams to work towards successful model and tool releases throughout the year
• Support proper release testing and business documentation for various releases
• Provide ad-hoc support to user community on model and tools related issues and questions
• Install and maintain our Oasis setup and eventually contribute in the development of new functionality.
• Coordinate platform setup and maintenance with 3rd party vendors

About You

• You have a Graduate or Post-Graduate degree in mathematics, engineering, computer science or equivalent quantitative training
• Yu have at-least 5 years of working experience within the Cat Modelling domain.
• You're a reliable, committed, hands on and curious individual, with experience in the field of Nat Cat modelling
• Previous experience working with catastrophe models (Oasis, RMS, Verisk/AIR or Corelogic) or development of exposure reporting tools is a clear plus
• Solid Programming skills in MATLAB, MS SQL, Python, Pyspark, R and experience in consuming WCF/RESTful services are important
• Successfully prototyped or developed Business Intelligence, reporting and data analysis solutions(ideally in PowerBI/Palantir Foundry)
• Experience working in an agile development environment (e.g. Scrum) is a plus
• Experience in Azure Storage, Azure Data Factory, Azure Synapse and Databricks would be an added advantage
• You have good interpersonal skills, self-driven and ability to work within a globally distributed team
• Strong analytical and problem-solving skills
• Eager to learn and expand own knowledge on Insurance/Reinsurance concepts.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.