Catastrophe Modelling Analyst - Property Treaty

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General information

City: Paris

Country: France

Creation Date: 08-Apr-2025

Employment Type: Permanent

Employment Type: Full time

Ref #: 1234571548

Description & Requirements Role Title: Catastrophe Modelling Analyst - Paris Property Treaty Department: Euro Treaty Underwriting - Paris Team: Pricing & Modelling Team Location: Paris Type: Permanent About the Role: The Cat Modelling Analyst supports the LMRe Paris Property team regarding the modelling of Nat Cat business in the various territories and also supports the team in the pricing of the property business when requested.
  • Support of Underwriting teams with modelling analysis for business and risk decision making.
  • Recording and modelling of exposure information with sufficient levels of detail and integrity.
  • Production of post event exposure analysis and analytics.
  • Production of internal Management Information.
  • Support rollup processes ensuring consistency across multiple geographies.
About the Department & Team: The LMRe Paris Property Team writes Reinsurance Property Business (Treaties only) in various territories (>25) including US, France, Italy, Nordics, Belgium, Netherlands, Southern Europe, but also India, South Africa, Canada. The book of treaties is primarily Cat oriented, so the Cat modelling is essential for the pricing and the following up of the Nat Cat exposures. The team is recognised as expertise driven, innovative and long-term focused with excellent relationships with clients and brokers. The business is underwritten on a model driven technical basis. The Cat Modelling Team is composed of 2 people. Key Responsibilities:
  • Modelling of Cat Business for the pricing of Cat treaties:
o Upload on the appropriate server the modelling files sent by brokers/cedants o Use the vendor models (RMS and/or AIR) to perform additional analysis for the underwriters and check model output provided by the brokers/cedants (OEP/AEP/AAL) o Export the model output into our pricing tool (Excel) and help the underwriter to finalise the pricing.
  • Cat exposure management in respect of Paris Property Cat & per risk Business:
o Prepare and handle modelling files to be aggregated to calculate Cat exposure (OEP) o Calculate the RDS (Realistic Disaster Scenario) o Issue RDS/PML versus Maximum Limit reporting o Work with the London Exposure team to ensure a proper handling of the cat exposures o Contribute to the quarterly Roll-up process.
  • Technical reporting:
o Prepare various reporting on Underwriting, Premium, Claims, Exposure o Provide the Reserving team, Exposure Team, Finance, with any technical information they could request. o Help to produce technical reporting to Paris Management and London Skills and Experience:
  • University degree in a relevant field (maths, physical science, actuarial science, data science).
  • Work experience in reinsurance and / or cat modelling.
  • Strong analytical skills with ability to process and understand data quickly and creatively.
  • Advanced knowledge of Microsoft Office (Excel and Access).
  • Knowledge of SQL, VBA, or other programming languages is desirable.
  • Ability to explain complex topics.
  • High level of attention to detail.
  • Ability to work independently whilst being an integral part of a time critical business environment.
  • Fluency in French and English is essential.
About Liberty Mutual Reinsurance: Liberty Mutual Reinsurance is part of Global Risk Solutions and the broader Liberty Mutual Insurance Group, which is a leading global insurer. We offer a breadth of world-class insurance and reinsurance services to brokers and insureds in all major markets. Our people are key to our success. That is why “Put People First” is one of the five Liberty values which unite us as a global organisation. We bring this to life for our colleagues through:
  • Offering a vibrant and inclusive environment and committing to their career development.
  • Promoting diversity, equity and inclusion (DEI). Our Inclusion Matters framework and employee-led networks strengthen the diversity of our workforce and our inclusive environment.
  • Reinforcing that collaborating together to share our unique perspectives help us make better decisions, deliver innovative solutions and pursue our ambitious goals.
  • A supportive culture, which includes promoting a healthy work-life balance and working flexibly.
For more information, please follow the links below: https://www.libertymutualre.com/careers/working-for-us https://www.libertymutualre.com/careers/diversity-inclusion-wellbeing/inclusion-matters-networks

Information :

  • Company : Liberty Specialty Markets
  • Position : Catastrophe Modelling Analyst - Property Treaty
  • Location : Paris ()
  • Country : FR

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Post Date : 2025-04-09 | Expired Date : 2025-05-09