R

Ryan Specialty

Specialty insurance brokerages and underwriting programs

Director 1 - Catastrophe Modeling

Actuarial & Risk ModellingConfirmed live in the last 24 hours
Full-timeRemote

About the Job

Requirements

  • At least 8 years of progressive experience in catastrophe modeling, portfolio risk analytics, or catastrophe-modeling-adjacent data engineering, including prior people leadership or team-lead experience managing other modeling professionals or managers.
  • Deep hands-on proficiency in RMS and/or AIR Touchstone, including exposure preparation, batch processing, results extraction, and interpretation of EP curves and loss tables.
  • Strong SQL skills and demonstrated experience directing or building automation with Python, R, VBA, and/or Alteryx.
  • A track record of translating catastrophe model output into underwriting or portfolio management decisions.
  • Proven ability to lead teams through real-time catastrophe event response.
  • Experience coordinating portfolio rollups and external deliverables to carriers or reinsurance partners.
  • Demonstrated experience partnering cross-functionally with groups such as Capital Management, Pricing, Reserving, or Data Engineering.
  • Experience presenting technical analysis to underwriting and executive stakeholders.

Responsibilities

  • Build, manage, and mentor a team blending catastrophe modeling analysts and technical/automation developers.
  • Mentor, guide, and train portfolio modeling managers across the team, building bench strength and consistent technical standards for the broader catastrophe modeling function.
  • Set the technical roadmap and priorities for catastrophe modeling, data engineering, and reporting tooling in support of Central Underwriting.
  • Serve as the primary bridge between catastrophe modeling analytics and underwriting leadership, translating model output into underwriting guidance and appetite decisions.
  • Represent catastrophe risk analytics in executive and reinsurance discussions, including catastrophe event response briefings.
  • Coordinate Analyze Re-related portfolio rollups, ensuring consistent, accurate aggregation across books of business.
  • Oversee delivery of portfolio and modeling outputs to external carriers and reinsurance partners, ensuring accuracy, timeliness, and consistency of format.
  • Partner with reinsurance and ceded-re contacts to align rollup structures and delivery cadence with treaty and program needs.
  • Lead research initiatives that extend advanced analytics capabilities within catastrophe modeling, including secondary uncertainty, model blending, and climate-adjusted views of risk.
  • Evaluate emerging modeling science, vendor model updates, and academic or industry research for applicability to the portfolio.
  • Pilot new methods and tools ahead of enterprise-wide adoption.
  • Partner with Capital Management, Pricing, Reserving, and Data Engineering to streamline processes and align catastrophe outputs with capital, pricing, and reserving needs.
  • Standardize handoffs and data contracts between catastrophe modeling and partner teams to reduce rework and improve turnaround.
  • Own vendor and platform strategy for RMS and AIR, including licensing, upgrades, and platform roadmap decisions.
  • Lead evaluation and assessment of tools and vendors for specific perils, models, and IT infrastructure, including Analyze Re and emerging modeling platforms.
  • Build business cases for new tooling or vendor changes, balancing analytical capability, cost, and infrastructure fit.
  • Oversee catastrophe modeling using RMS and AIR across multiple lines of business, ensuring quality and consistency of account, portfolio, and reinsurance-layer analyses.
  • Direct production of portfolio-level metrics, including PML, AAL, exposed limits, EP curves (OEP/AEP), and tail-risk/TVaR measures used in underwriting and reinsurance decisions.
  • Set standards for exposure data preparation, validation, and cleansing before model runs.
  • Lead catastrophe event response for the underwriting organization, ensuring rapid, accurate exposure summaries and loss estimates.
  • Direct the design of ETL and data pipelines that ingest and normalize exposure data, including policy schedules, CRE, and shapefiles, to RMS/AIR data standards.
  • Oversee development of automated AIR/RMS workflow utilities for imports/exports, batch runs, result extraction, and QA checks, and reusable reporting assets in SQL, Python, R, and Excel/VBA.
  • Champion adoption of Azure Databricks and cloud-based analytics, including PySpark and Delta Lake, as the future-state platform for modeling data and results.
  • Ensure data quality controls, QA dashboards, and documentation/SOPs are in place and consistently followed across the team.

Desired Qualifications

  • Experience with Analyze Re or comparable portfolio roll-up and aggregation platforms.
  • Experience with Azure Databricks, PySpark, and Delta Lake or data lakehouse patterns.
  • Knowledge of reinsurance structures and portfolio risk metrics, including PML, AAL, and TVaR.
  • Familiarity with geospatial data handling and mapping, including geopandas, shapefiles, and spatial joins.
  • Experience with version control (Git) and software development lifecycle practices, including branching, code review, and release management.
  • Prior experience leading vendor evaluations for modeling platforms, peril models, or analytics infrastructure.
  • Background in or exposure to applied research within catastrophe modeling or a related quantitative discipline.

About the Company

Ryan Specialty

Specialty insurance brokerages and underwriting programs

Ryan Specialty provides specialty insurance products and solutions for insurance brokers, agents, and carriers through three segments: Wholesale Brokerage (RT Specialty), Binding Authority, and Underwriting Management. It connects retail brokers with carriers to place complex and hard-to-place risks, lets managing general underwriters quote, bind, and service policies on behalf of carriers, and develops proprietary insurance programs under delegated authority. It differentiates itself by combining broad market access, delegated underwriting authority, and in-house programs to handle specialty risks. Its goal is to deliver tailored risk solutions for specialty risks and expand its international presence, with a strong focus on the United States market.

Company size
1,001-5,000
Company stage
IPO
Headquarters
Chicago, IL
Founded
2010

Recently Posted Jobs

Explore more opportunities at Ryan Specialty

See more jobs