The ILS senior analyst is responsible for the full analysis of various ILS investment opportunities eligible for an investment, including catbonds, collateralized reinsurance/retrocession and ILWs. You will report to the Head of ILS.
The key areas of responsibility are as follows;
perform a detailed analysis of individual investment opportunities, both from a quantitative and qualitative point of view, and formalize each analysis in an Investment Case report to be provided to and discussed with the portfolio management team prior to investment. You will notably be responsible for the in-depth analysis of the structural features and the different risk metrics provided by the broker/issuer, and for the production of internal risk metrics using in-house tools
update the analysis of existing investments whenever needed during their life, following for example a reset or in case of the occurrence of a natural event
engage with brokers and cedants in connection with the sourcing and the analysis of investment opportunities
attend catbond roadshow group meetings and 1on1 calls meetings/calls with brokers/cedants
participate to the development and refinement of existing/new internal transaction analysis and portfolio optimization tools
participate to ILS market events