106 days ago on twelvecapital.com

Junior Catastrophe Modelling Analyst

Twelve Capital AG

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Junior Catastrophe Modelling Analyst

  • Junior Catastrophe Modelling Analyst

    Our Company

    Twelve Capital is a leading investment manager specializing in insurance-related investments including insurance-linked securities (ILS) and debt capital (insurance bonds and private debt). Twelve Capital currently has over USD 3bn assets under management. The firm is domiciled in Zurich with an affiliated office in London. Twelve Capital is majority-owned by its senior management. Our clients are major institutional investors across Europe and our team consists of industry experts with outstanding track records.

    We are currently looking for a Junior Catastrophe Modelling Analyst to work within our ILS Analytics
    team (in Zurich or London).

    Main Tasks

    Support of ILS transactions by executing the operative catastrophe modelling process as well as providing support in developing software and IT systems for cat and non-cat analytics and portfolio construction. These tasks currently apply to catastrophe bonds, private ILS and private debt. The operative cat and non-cat analytics process consists of:

    · Analysing exposure data
    · Running vendor models
    · Analysing modelling output at treaty and portfolio level
    · Summarizing the analyses and presenting to the investment management committee

    The successful candidate should independently perform

    · Pricing based on cat model output, historic loss or hazard data
    · Further development of in-house pricing and portfolio tools in R
    · Analyses on model changes
    · Maintenance of Cat Bond data in AIR Catrader

    Furthermore, he/she will participate in

    · Catastrophe Modelling due diligence for private debt
    · Model evaluation and sensitivity analyses

    Education required

    · University degree in a scientific or engineering field

    Experience required

    · 2-4 years of experience in the insurance or reinsurance industry (broking houses included)
    · Experienced user of RMS RiskLink and AIR Catrader
    · Good knowledge of SQL
    · Knowledge of a data analysis tool (preferably R)
    · Some experience in portfolio analysis or accumulation control favourable

    We are offering an exciting and challenging position in an international and fast growing investment management firm. The position offers excellent possibilities for professional development in an emerging field of finance. If you would like to work in an uncomplicated, dynamic and innovative young company, then please send your complete application including CV, academic records and covering letter to:

    Twelve Capital AG
    Dr. Jan Kleinn
    Dufourstrasse 101
    CH-8008 Zurich