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Our client, a large Insurance organisation in London are currently looking for an Exposure Management Portfolio Analyst to join their team in London.
This role is an analyst position assisting the Head of Exposure and Portfolio Management in the production of internal and external reporting of Exposure Management across all the clients entities. The role sits alongside the Exposure Data Manager, the Exposure Reporting Manager and a Senior Catastrophe Portfolio Analyst.
The role has no direct reports but relies upon many individuals throughout the Entity's Underwriting management areas, Finance Department, Capital Actuaries and Underwriting Modelling for the provision of information used in reporting.
Responsibilities will include:
Production of management information (MI) for Risk and Board committees in the form of a quarterly Exposure Management pack, requiring design of infographics to best convey results and data with the appropriate commentary.
Assisting with the collation and processing of internal and Lloyd's Realistic Disaster Scenarios (RDS), including the review of Underwriter and Modelling submissions of gross insured value and losses, as well as verification of RDS recoveries after the application of Outwards RI treaties.
Responsibility for the documentation of processes and methods used for dependent validation in relation to external catastrophe models; including the maintenance of existing documentation on external catastrophe models as well as running sensitivity, back-testing, reverse stress testing and other validation controls on current exposure data.
Being the subject matter expert to assist the Head of Exposure & Portfolio Management
Risk Appetite and tolerance management
Assist with nat cat and non-nat cat post event reporting and related analytics to manage key internal stakeholders, Head Office and external parties such as Regulators and Rating Agencies.
Good communication skills
Good interpersonal skills
Strong analytical skills
Ability to deal with complexity
Accuracy of output
Willing to challenge
A sound understanding of Exposure Management techniques and evaluation, including probabilistic and deterministic scenario analysis.
The ability to effectively communicate complexity via written and verbal skills to senior management, peers and customers.
Strong understanding of mathematical concepts, with some actuarial knowledge desirable.
Advanced Excel is necessary
Familiarity with external model validation techniques.
Familiarity with Solvency II.
Familiarity with International Regulatory regimes
Very good understanding of Outwards RI application and recoveries.
Knowledge of programming languages, such as R, SQL, VBA and Python are desirable.
Previous experience in writing committee minutes and Risk/ Board papers.
Confidence to challenge and request further detail of information provided by others where necessary.
To produce accurate results in a timely manner with due regard to all interested parties, on some occasions against time pressure.
Willing to receive challenge and constructive criticism from all.
A more detailed Job specification can be provided upon request