Lead Data Scientist, Cyber Catastrophe Risk Model

Job Description

• Develop, calibrate, validate, and stress test probabilistic cyber risk models for the (re)insurance and financial services markets • Develop and implement methodologies to quantify the financial impact of cyber risk on single entities as well as large insured portfolios, with a specific focus on digital/physical supply chain-related events • Develop and implement tools to effectively visualize the potential impact of cyber events • Explore different data sources to come up with features and assumptions to enhance our set of probabilistic risk models • Integrating/automating modeling processes in our production pipeline to feed our platform • Define and implement a globally consistent best practice process for data validation, feature selection, and modeling of catastrophe exposures • Champion best practices to design and extend a rapid and flexible modeling framework • Communicate results to internal and external stakeholders • Engage and collaborate directly with clients on a deep technical level • Collaborate with other leaders across the Analytics organization, including Product Management, Engineering, and Client Engagement

Qualifications

• PhD or MS degree in Applied Mathematics, Statistics, Engineering, or similar quantitative disciplines • Mastery of deep learning non-parametric models, clustering, anomaly detection, and interpretability • 10+ years of experience in statistical data analysis, feature engineering, data visualization, and hypotheses testing • True passion for leading, inspiring, mentoring, and attracting world-class colleagues • Experience working with different types of datasets (e.g., unstructured, semi-structured, with missing information) • Proficiency in Python or R, and SQL • Experience working with tools such as AWS Athena, Databricks, Apache Airflow, etc. • Excellent written and verbal communication skills • Ability to think critically and creatively in a dynamic environment, while picking up new tools and domain knowledge along the way • A positive attitude and a growth mindset

Benefits

• Competitive salary • Health insurance • Retirement plan options • Paid time off