Senior Exposure Analytics & Catastrophe Modelling Lead

Chaucer; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Chaucer, a leading Lloyd’s insurer, seeks an experienced leader in catastrophe modelling and analytics to manage portfolio analysis, communicate risk to stakeholders, and drive portfolio optimisation across Nat and Non‑Nat Cat lines. The role involves liaising with Underwriting, Capital Modelling, Actuarial Pricing, and Regulatory teams.

You will oversee Outwards Reinsurance netting down, develop blueprints, and support regulatory returns while ensuring data integrity and actionable insights.

Qualifications

• Experience in Exposure Management, Catastrophe Modelling, or Actuarial Pricing Capital Modelling teams.
• People management experience.
• Exposure Regulatory experience is desirable.

Responsibilities

• Manage and deliver portfolio analysis and reporting to internal stakeholders.
• Drive analytics for portfolio optimisation and change.
• Lead development of portfolio stochastic and deterministic appetites for Nat and Non-Nat Cat.
• Oversee Outwards Reinsurance netting down and net position analysis.
• Contribute to Net position impact analyses for ORI purchase period.
• Produce portfolio outputs for modelling provided to Outwards Reinsurers.
• Produce Group-level cat Net blueprints with cat modelling teams.

Skills

Simulation platforms

RMS catastrophe platform

Catastrophe model outputs

Insurance/reinsurance terms

SQL

Advanced Excel

Probability & statistics

Communication of analytics

Programming (Python/VBA/R)

Education

Degree in mathematical or statistical discipline

Actuarial qualifications (CSCR/ACII/CRM/CCRA)

Tools

PowerBI

Job description

Chaucer, a leading Lloyd’s insurer, seeks an experienced leader in catastrophe modelling and analytics to manage portfolio analysis, communicate risk to stakeholders, and drive portfolio optimisation across Nat and Non‑Nat Cat lines. The role involves liaising with Underwriting, Capital Modelling, Actuarial Pricing, and Regulatory teams.

You will oversee Outwards Reinsurance netting down, develop blueprints, and support regulatory returns while ensuring data integrity and actionable insights.