Natural Catastrophe Risk Modeller / Quantitative Analyst

LGT Capital Partners is a leading global specialist in alternative investing with over USD 110 billion in assets under management and more than 700 institutional clients in 50 countries. An international team of over 900 professionals is responsible for a wide range of investment solutions. LGT is also one of the world's largest investors in insurance-linked investments, offering funds and mandates with a range of risk and return characteristics to optimally meet the investor' appetite.

Job Description

LGT ILS Partners is part of LGT Capital Partners and is a leading investment manager in Insurance-linked Strategies (ILS). The team consists of four Partners and over twenty Investment specialists working in our offices in Zurich and Pfaeffikon (SZ).

The Natural Catastrophe Risk Modeller ("Cat Modeller") is a member of the analytics team of LGT ILS Partners (LGT ILS). The focus of the Cat Modeller is the analysis and risk modelling of individual property catastrophe reinsurance transactions and the portfolios managed by LGT ILS as well as its affiliated commercial reinsurer Lumen Re.

The main tasks include:

• Risk analysis of reinsurance and cat bond submissions using catastrophe risk models (e.g., Verisk, Moody's, Aon Impact Forecasting, Cotality);

• Supporting the analysis of LGT ILS' portfolios for monthly reporting of key risk metrics and exposure aggregation / accumulation;

• Supporting loss impact assessments for live cat events using catastrophe risk models and GIS software;

• Supporting model validation for key catastrophe peril-zones as well as research into innovative risk modelling applications;

• Review, assess and document updates of third party (vendor) catastrophe risk models.

In addition, the Cat Modeler may occasionally support marketing activities in respect of LGT ILS product offerings (e.g., onsite due diligence visits, performance commentaries) and participate in meetings with brokers and insurance counterparties.

Requirements

• University degree or equivalent in Engineering, Mathematics, Actuarial Science, Physics, or Natural Sciences;

• At least 3 years of work experience in natural catastrophe risk modelling of property cat reinsurance contracts with an international (re)insurance company or broker;

• In-depth experience using at least one vendor catastrophe risk model and software (Verisk, Moody's) on a regular basis required. Knowledge about Moody's EDM, RDM and Verisk database schemas is desirable;

• Basic SQL experience (MS SQL Server) required; programming skills (e.g., R, Python, C#) plus foundational knowledge of cloud and API technologies are preferred;

• Having experience with geospatial data analysis and processing, and / or being skilled in GIS software like QGIS or ArcGIS, is considered an advantage;

• Demonstrated integrity by consistently adhering to elevated ethical standards in every circumstance;

• Self-driven and reliable, with a proven track record of delivering high-quality work both autonomously and as part of a team.

• We provide modern working conditions, including work-from-home options, flexible hours and a home office allowance to ensure staff members have a work environment equipped with the latest technology;

• A diverse culture founded on mutual respect, teamwork and appreciation awaits you at LGT Capital Partners. We go the extra mile to generate impact;

• We empower and invest in you: your professional development and personal growth are our priority. We offer various internal and external training opportunities that are aligned with your ambitions and our business needs. If you are interested, you can also enhance your German or English language skills;

• We are proud to be owned by the Princely Family of Liechtenstein, and our company is inspired by its entrepreneurial spirit;

• Commitment to ESG: our approach to business is influenced by the Princely Family's long-term perspective. Sustainability is key for us and has shaped our actions since 2002;

• You benefit from favourable terms and conditions if you wish to participate in LGT Capital Partners' investment programs or to use LGT banking products and services.

Contact Information

If you are interested in becoming an integral part of a successful alternative investment management team in an international, multicultural working environment, we will be pleased to get to know you soon.

Please upload your complete application documents online.

LGT ILS Partners AG

Human Resources

Mélanie Moos