Catastrophe Risk Modeling Associate

Howden Re; Edina (MN); On-site; USD 90,000 - 120,000; Full time

Job summary

Howden Re is seeking a catastrophe risk associate to collaborate with our broking team on portfolio management and reinsurance decision making. You will provide strong technical catastrophe risk management and modeling support in a fast-paced environment.

As part of the Modeling and Analytics group, you will deepen your understanding of catastrophe models and communicate insights to clients and internal teams, while building strong relationships across stakeholders within Howden Re.

Qualifications

• Bachelor's or advanced degree in Mathematics, Statistics, CS, Economics or Finance.
• Rising senior graduating by June 2028 and strong analytical skills.
• Experience cleaning and analyzing data; ability to multitask under deadlines.
• Effective verbal and written communication; PowerPoint/Word proficiency.
• Experience with SQL, Python, VBA is a plus; legal to work in the US.

Responsibilities

• Provide catastrophe risk management and modeling support.
• Understand modeling results, assumptions, and limitations across models.
• Improve analytical processes for efficiency and client outcomes.
• Build relationships with colleagues, clients, and reinsurers.
• Communicate analytic ideas to diverse audiences.

Skills

Mathematics/Statistics/CS/Economics/Fi

Data analysis

SQL

Python

VBA

Education

Bachelor's or advanced degree in analytical field

Rising senior graduating by June 2028

Tools

SQL

Python

VBA

Job description

Howden Re is seeking a catastrophe risk associate to collaborate with our broking team on portfolio management and reinsurance decision making. You will provide strong technical catastrophe risk management and modeling support in a fast-paced environment.

As part of the Modeling and Analytics group, you will deepen your understanding of catastrophe models and communicate insights to clients and internal teams, while building strong relationships across stakeholders within Howden Re.