The role involves providing high-quality modeling and costing support for North America property risks within the Swiss Re Facultative Team
Job Summary
The role involves providing high-quality modeling and costing support for North America property risks within the Swiss Re Facultative Team.
Candidates are expected to possess strong academic records in quantitative fields and 2-5 years of relevant underwriting or risk modeling experience.
This position offers in-depth exposure to proprietary risk model platforms and opportunities to contribute to strategic projects for the North America region.
Matching Summary
The role involves providing high-quality modeling and costing support for North America property risks within the Swiss Re Facultative Team.
Skills & Requirements
Must-have
Natural catastrophe and man-made risk modeling
Facultative underwriting support experience
Advanced Excel VBA SQL and Power BI expertise
Nice-to-have
Commercial mindset and collaboration skills
Strong motivation to learn overseas markets
Scientific curiosity and innovative thinking
Key Requirements
2-5 years of Underwriting/risk modeling experience
Advanced degree in natural science or quantitative field
CII or CPCU professional qualification (advantage)