We have an exciting career opportunity for a Wind Vulnerability Modeling Catastrophe Analyst/ Senior Scientist with our Aon Impact Forecasting division. This role will sit in our corporate offices in Chicago, IL, 200 East Randolph St.
DUTIES AND RESPONSIBILITIES
∙ Actively participating in the development of peril models used for reinsurance.
∙ Development of vulnerability models for hurricane and other wind perils. Good familiarity with Load- resistance models and performance-based analysis for buildings and structural systems. Experience with Monte Carlo simulation methods to estimate fragility and damage functions, using physical modeling and calibration with claims data. Familiarity with Florida Loss Commission model submission process for vulnerability models is a plus
∙ Performing detailed catastrophe risk portfolio analysis using ELEMENTS, generating results, using SQL database and tools effectively, interpret and present the results internally.
∙ The Catastrophe Modeling senior scientist will actively be collaborating with software development teams in all aspects of the model development and implementing the methodologies developed by the R&D group at IF.
∙ Familiarity with insurance and reinsurance is a plus.
∙ Solid experience in writing codes for R&D model development projects in languages such as FORTRAN and/or MATLAB and/or C# and R. Being familiar with probability theory and use it in modeling.
∙ Provide critical analysis of modeling results for internal validation of models and explaining results to clients when needed.
MINIMUM SKILLS AND REQUIREMENTS
∙ At least 2 years’ experience directly in catastrophe modeling development following school or 3 years in school.
∙ Graduate degree in a quantitative field such as engineering, mathematics or finance.
∙ Exceptional analytical, technical and critical thinking skills.
∙ Strong verbal and written communication skills.
∙ Proven execution skills and ability to effectively manage multiple project/deliverables.
∙ Proven record of capability to work in a team effectively and respect teamwork environment.
Please re-direct your inquiries to Dr. Siamak Daneshvaran, Ph.D., P.E., A.Re., A.R.M., Head of R&D, Aon, [email protected]