Executive Job Description
This company needs someone to fill their Quantitative Catastrophe Model Developer position that will plan, design, develop, test, and debug modeling applications and services using Python. In this position, you will be responsible for helping to improve the application development process and ensuring adherence to the proper standards and process as well as participate in and guide modeling application architectural decisions.
You will be called upon to: work with other Modelers to covert complex business requirements into technical designs; assist in the planning and monitoring of critical modeling systems within the production environment, and work with other Modelers to develop in-house catastrophe models. You will be expected to explain and or simplify highly complex concepts to others and management.
Other tasks include:
* Be responsible for software development, testing, and maintenance of the models within a catastrophe modeling application using Python (Numpy), C and SQL.
* Be able to assist in the definition of and compliance with technical architectural standards on application as well as services development.
* Be able to work either individually or in small groups with other developers and provide solutions where there may not be detailed requirements.
* Understand the problems/aims, scope the requirements and design and implement the solution in an agile development environment.
* Numerate Bachelorís Degree (e.g. Mathematics, Physics, Engineering) or equivalent experience in Mathematics or Computer Science.
* A minimum of 3 years application development using Python and Numpy; alternatively prior experience working with in an object oriented language and extensive demonstrable experience with one of the following: MATLAB, R, S+ or Octave. An equivalent language may also be acceptable.
Abilities to include:
*Experience of working with matrixes and arrays/vectors. (Understanding dimensional matrix operations and manipulations).
*Stochastic simulation experience (in the area of pricing financial instruments)
*Have SQL experience as well as an understanding of XML and XSLT processing and manipulation
Plus for consideration would include:
Understanding of insurance principles.
Prior experience working with AIR, RMS or EQE models
Prior exposure to natural catastrophe hazard modeling
Salary: 100k + DOE sorry, no sponsors at this time