CAT Modeller

Willis Re; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A prominent risk transfer solutions provider in Greater London is looking for a Catastrophe Modeller. This role blends hands-on modelling with strategic initiatives, collaborating with senior brokers and analytics colleagues. Key responsibilities include delivering modelling analysis, creating broking packs, ensuring quality assurance, and presenting insights. An ideal candidate will have experience in catastrophe modelling, strong Excel and SQL skills, and the ability to communicate effectively with non-technical audiences. This full-time position offers a chance to contribute to a cutting-edge analytics capability.

Qualifications

• Experience in catastrophe modelling at a reinsurer, insurer, broker, or vendor.
• Familiarity with at least one vendor model (RMS or Verisk).
• Strong Excel and data manipulation skills; SQL knowledge essential.
• Ability to communicate technical work clearly to non-technical audiences.

Responsibilities

• Deliver catastrophe modelling analysis to support reinsurance placements.
• Collaborate with senior analytics and broking stakeholders.
• Assist in the creation of catastrophe broking packs.
• Present model outputs and risk insights to clients and stakeholders.

Skills

Catastrophe modelling

Excel and data manipulation

SQL knowledge

Technical communication

Collaborative working

Tools

RMS

Verisk

Python

R

GIS

Job description

CAT Modeller – Willis Re

We are looking for a Catastrophe Modeller who will deliver high-quality modelling and contribute to building a differentiated analytics capability from the ground up.

This role offers a unique blend of hands‑on modelling and exposure to strategic initiatives. You’ll work closely with senior brokers and analytics colleagues, gaining insight into client needs and helping shape our analytics offering.

Key responsibilities include:

• Deliver catastrophe modelling analysis to support reinsurance placements, portfolio reviews, and client advisory work across property and speciality lines (Marine/Retro/Property Treaty) experience desirable but not essential.
• Collaborate with senior analytics and broking stakeholders to support the development of catastrophe modelling workflows, processes, and reporting tools.
• Assist in the creation of catastrophe broking packs that provide clear, actionable insights.
• Support quality assurance processes and help ensure consistency across client deliverables.
• Present model outputs and risk insights to brokers, clients, reinsurers, and other stakeholders.
• Work with the Willis Research Network’s Model Intelligence Team on model evaluation and innovative analytics.
• Provide modelling support for clients’ regulatory and internal reporting requirements (e.g., Solvency II, Lloyd’s RDS, ORSA).
• Contribute to client pitches and RFP responses with bespoke modelling solutions.
• Stay up to date with new tools and methodologies to keep our analytics offering cutting‑edge.

About You

• Experience in catastrophe modelling at a reinsurer, insurer, broker, or vendor.
• Familiarity with at least one vendor model (RMS or Verisk).
• Understanding of common reinsurance structures (e.g., Catastrophe Excess of Loss, Proportional treaties).
• Strong Excel and data manipulation skills; SQL knowledge essential.
• Ability to communicate technical work clearly to non-technical audiences.
• Comfortable working in a fast‑paced, collaborative environment.

Preferred

• Technical background in coding, data science, or scientific disciplines.
• Coding skills in Python, R, or similar; geo‑spatial (GIS) experience an advantage.
• Interest in catastrophe model evaluation and automation.
• Familiarity with cloud‑based analytics platforms and tools.
• Knowledge of probability theory and reinsurance modelling.
• Experience with Marine, Property Treaty and/or retro business desirable but not essential.
• Exposure to the London and Bermuda markets beneficial.

About Willis Re

We combine specialist broking with analytics, modelling and research to help insurers optimise risk transfer, strengthen balance sheets and achieve sustainable growth. Our approach is relationship‑driven, transparent and outcome‑focused.

At the heart of Willis Re is a focus on delivering the most cutting‑edge analytical solutions to enable more informed, better decision‑making for risk selection, portfolio optimisation, and capital management.

The launch of Willis Re brings a strategic advantage of being unhindered by legacy, an ability to leverage data, statistical models and advanced technologies with the best knowledge and expertise to deliver more efficient and effective reinsurance outcomes. This places Willis Re in a unique position to build a truly analytically driven business, focused on creating solutions for the reinsurance industry that are future‑led and forward‑thinking.

Willis Re will also leverage recognised technical expertise from WTW’s Insurance Consulting & Technology business including their advanced modelling and analytical capabilities. Alongside this will be WTW’s Research Network, an award‑winning business supporting and influencing science to improve the understanding and quantification of risk.

Seniority level

Mid‑Senior level

Employment type

Full‑time

Job function

Finance and Analyst

Industries

Insurance and Financial Services