March 2014
Message 61

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[Met-jobs] Catastrophe Modeler Vacancy

From Michael Smith <>
To "''" <>
Date Thu, 20 Mar 2014 09:37:27 +0000

Risk Management Solutions (RMS) is the world's leading provider of mathematical models and information related to the financial impact of natural catastrophes. We have a team of forty postdoctoral scientists and engineers based in London building mathematical models that predict the distributions of possible damage due to the effects of tropical storms, extra-tropical storms, thunderstorms, storm-surges and freshwater floods. We use a combination of observed data, reanalysis data, numerical, statistical and engineering models and data assimilation. We are the pioneers in the development and application of complex statistical and numerical modelling methods for the quantification of natural hazard risk, and our risk models are the most detailed and comprehensive models of natural catastrophes produced anywhere in the world. Our clients include several hundred insurance and reinsurance companies as well as brokers, banks, hedge funds, regional and local governments, and multilateral agencies.


We are currently trying to fill a position to work in a group that deals with the use of catastrophe models in the capital markets. The role will involve helping design methods by which catastrophe models can be used for the pricing and management of catastrophe bonds.


Suitable candidates will have a Masters or PhD in Atmospheric Sciences, Meteorology, Applied Mathematics, Wind Engineering, or similar. They will possess a strong analytical mindset, strong programming skills (Fortran, R, MATLAB), have experience of working with large data sets in a Linux/Unix environment, and be able to work as part of a team.  Previous experience in catastrophe modeling, or knowledge of Insurance Linked Securities are considered an advantage but not a pre-requisite.


If you are interested, please send an email, with a covering letter and CV, to Appropriate candidates will be invited for interview in London.

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