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POSITION: Senior Catastrophe AnalystDIVISION: XL Re AmericaREPORTS TO: Vice President, Pricing ManagerJOB PURPOSE: Manage cat modeling activities for the North American Reinsurance

Operations (XLRA).

BASIC FUNCTIONS:

Work with underwriting and actuarial to quantify cat risk embedded in reinsurance submissions forproportional and excess of loss business in the US and Canada. Support broader risk managementinitiatives in collaboration with corporate areas. Manage one Junior Cat Analyst.

ESSENTIAL DUTIES AND RESPONSIBILITIESinclude the following although other duties may be assigned.

Assist our facultative, treaty and primary insurance groups, analyzing both individual risk andportfolio level risk where required.

Model client portfolios using RMS and other vendor cat models. Apply reinsurance structures tothese portfolios.

Assess the data quality and make necessary assumptions for modeling. Work with the underwriter and actuaries to understand exposures, review modeling results,

explain modeling limitations and resolve issues promptly. Collect and review terrorism data, run stochastic and deterministic terrorism models. Produce

reports and communicate results to other departments. Assist in preparing the quarterly Catastrophe Management CATF Report. This involves building

out XLRAs in -force portfolio and providing the corresponding loss distributions by peril and byregion. Communicate results back to senior management.

Represent XLRA on corporate workgroups and committees related to cat modeling and cat riskmanagement.

Establish relationships with external model vendors to understand model changes and plannedtechnological improvements.

Advise underwriters and senior management on potential incurred losses, post-event. Manage one Junior Cat Analyst. Perform other job-related duties as assigned.

Qualifications/Knowledge/Experience required:

Around 5 years of experience in a cat modeling role. Experience with RMS products, especiallyRiskLink, is necessary.

Undergraduate-level knowledge of statistical and mathematical concepts required.

Strong computer skills for using Microsoft Office (Excel, Access), SQL, and Visual Basic preferred. Strong interpersonal skills for establishing and maintaining good relationships with clients andcolleagues at many levels.

Good ability to prioritize workload according to volume, urgency, etc. Aptitude to find creative solutions to new problems, as they arise. Experience of ReMetrica preferred Understanding of reinsurance terms and conditions preferred but not required. Knowledge of AIR preferred but not required.