Catastrophe Modeling Analyst – Paris Property Treaty

ole Title: Catastrophe Modeling Analyst - Paris Property Treaty

Department: Euro Treaty Underwriting - Paris

Location: Paris

About the Role

The Cat Modeling Analyst supports the LMRe Paris Property team regarding the modeling of Nat Cat business in the various territories. He also supports the team as regards 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.

About the Department & Team

The LMRe Paris Property Team writes Reinsurance Property Business (Treaties only) in various territories (>25) including US, France, Italy, Belgium, Netherlands, Southern Europe, India, South Africa, Canada, etc. The book of treaties is primarily Cat oriented, so the Cat modeling is essential for the pricing and following up of the Nat Cat exposures.

The team is recognized 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 Modeling Team is composed of 2 people.

Key Responsibilities

• Upload the modelling files sent by brokers/cedants to the appropriate server (located in London). (Not all files, as we usually outsource this task)
• 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)
• Export the model output into our pricing tool (Excel spreadsheet) and help the underwriter to finalize the pricing.
• Catexposure management in respect of Paris Property Cat & per risk Business:
  • Prepare and handle modelling files to be aggregated in order to calculate Cat exposure (OEP)
  • Use the Tiger Eye platform to manage the exposures of our portfolio
  • Issue RDS/PML versus maximum limit reporting
  • Work with London Exposure team to ensure a proper handling of the cat exposures
  • Contribute to the quarterly roll‑up process.
• Technical reporting:
  • Prepare various reporting on Underwriting, Premium, Claims, Exposure
  • Provide the Reserving team, Exposure team, Finance, with any technical information they could request.
  • Help to produce technical reporting to Paris Management and London.
• Adherence to all relevant regulatory requirements forms part of your role, and demonstrate behaviours as set out in the Conduct Risk Policy. This includes the Senior Managers and Certification Regime Conduct Rules, Solvency II, fair treatment of customers, Financial Crime, Data Protection, Conflicts of Interest, and Whistleblowing.

Skills and Experience

• University degree in a relevant field (maths, physical science, actuarial science, data science).
• Ideally with some years of working 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.
• Good skills in French and English are essential.

Legal Statement

We are an equal opportunity employer and encourage applications from all qualified individuals irrespective of race, colour, religion, gender, sexual orientation, gender identity, national origin, age, disability, or veteran status.