CAT Modeler

Job description

Reporting to the Manager, CAT Modeler, you will be responsible for supporting analytics and CAT modeling capabilities within our CAT Underwriting team. This includes data extraction and manipulation for the purpose of CAT modeling, exposure accumulation and technical pricing functions. You have opportunities to collaborate with Aviva’s various Pricing and Underwriting teams to assist in the implementation of CAT models and monitoring of exposure accumulations.

This role will start off as work from home, gradually you will be required to work in an office location.

The role is primarily located in Aviva Canada’s Head Office in Markham but offers the opportunity to work flexibly from home or other Aviva branches, including the downtown Toronto office.

Accountabilities:

·  Collect CAT modeling data from Aviva’s systems, and collaborate with the respective Pricing team to assess and improve data quality
·  Analyze changes in exposure and its impact on Aviva’s risk profile
·  Produce regular accumulation reports for our Enterprise Risk Management Committee and various senior pricing and underwriting leaders
·  Prepare Portfolio and conduct portfolio-level analyses for various business units within Aviva
·  Support business in defining Nat Cat peril risk appetite

Required Qualifications, Knowledge & Skills

·  Minimum 3 year of experience
·  Proficiency in programming languages such as SAS, SQL, R or Python is required
·  Sound work knowledge of CAT Modeling platforms such as RMS or AIR Touchstone
·  Sound understanding and exposure to Exposure Management tool
·  Ability to apply advanced mathematical, economical, and statistical concepts
·  Ability to understand model input data and explain outputs
·  Understanding of  insurance and re)insurance financial terms
·  Prior experience to the P&C Insurance / Reinsurance industry is required

Additional Information:

Aviva Canada is committed to providing accommodations for people with disabilities during all phases of the hiring process including the application process. If you require an accommodation because of a disability, we will work with you to meet your needs. Applicants need to make their needs known in advance. If you are selected for an interview and require an accommodation, you are encouraged to advise the Talent Acquisition Partner who will consult with you to determine an appropriate accommodation.