Treaty Catastrophe Modeller - Lloyd's/London Market

Role OverviewWe are looking for a skilled Treaty Catastrophe Modeller to join our consultancy and support client engagements across the London Market. This is a client-facing role focused on treaty reinsurance pricing, where you will deliver catastrophe model analyses that directly inform our clients’ underwriting and pricing decisions.Working primarily in Moody’s RMS RiskLink, you will run catastrophe models for treaty accounts, interpret outputs, and present pricing-relevant insights to client stakeholders. You will be embedded within client teams during renewal periods, managing multiple accounts and adapting to different client environments and workflows.Key ResponsibilitiesRun, and quality-assure modelling in RiskLink for treaty reinsurance pricing across major perils and territories on behalf of clients.Process and validate cedant exposure data submissions, cleansing and preparing data for import into RiskLink EDMs.Produce treaty pricing outputs including occurrence and aggregate exceedance probability curves, average annual loss estimates, and event-level loss sets for client underwriting teams.Apply and document model adjustments, secondary uncertainty assumptions, and bespoke view-of-risk parameters in line with each client’s pricing framework.Present modelling results clearly to client underwriters, translating technical outputs into actionable pricing guidance.Support clients during peak renewal periods, managing high volumes of treaty submissions to tight deadlines.Contribute to post-event loss estimation and real-time event response analysis for clients as required.Maintain thorough documentation of modelling assumptions, methodologies, and client-specific workflows.Identify opportunities to improve modelling processes and deliver added value to clients through enhanced analytics or reporting.Support broader consultancy engagements including model validation, regulatory submissions, and exposure management advisory work as needed.Essential RequirementsMinimum 5 years’ experience in catastrophe modelling with a strong focus on treaty reinsurance pricing.Proficient and hands-on user of Moody’s RMS RiskLink, with experience building and running models across multiple perils and regions.Strong understanding of treaty reinsurance structures (excess of loss, quota share, aggregate covers) and how they interact with modelled loss distributions.Experience working with RiskLink exposure data modules (EDMs), including data import, validation, geocoding, and schema management.Ability to interpret and communicate catastrophe model outputs to underwriters and pricing actuaries in a clear, commercially relevant way.Proven ability to manage multiple concurrent accounts and deliver under the time pressure of renewal seasons.Strong analytical skills with proficiency in Excel and SQL; Python, R, or VBA is an advantage.Excellent interpersonal skills and a client-service mindset, comfortable working within client teams and adapting to different organisational cultures.Experience within the Lloyd’s Market or London reinsurance market.Desirable SkillsKnowledge of Moody’s Risk Modeler, including familiarity with its cloud-based architecture and differences from RiskLink.Experience with Lloyd’s and PRA regulatory catastrophe submissions (SCR, LCR, Realistic Disaster Scenarios).Exposure to OED/ORD data standards and emerging industry frameworks.Experience with platform migration projects or technology transformation initiatives in a catastrophe modelling context.What We OfferCompetitive salary and performance-related bonus.Fully remote working arrangements.Varied and intellectually stimulating work across multiple Lloyd’s syndicates and reinsurers.Investment in professional development, vendor training, and industry conference attendance.Opportunity to build deep expertise across a range of client environments, platforms, and modelling approaches.A growing consultancy with genuine scope to shape service offerings and take on increasing responsibility.

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