Risk Modelling Analyst

New York / permanent /

Chris Gardner
Senior Consultant
+1 (646) 844 - 5743

This is a parametric insurance solution for carriers. We are transforming the air cargo insurance process into a fast, transparent, and cost-efficient experience for both the policyholders and insurers. Powered by our proprietary technologies in data-activated triggers, smart contracts, and integrated digital wallets, we reduce claim resolution times from 45 days to 45 minutes, lowering admin costs by 90%.


General role description

  • Parametric Risk Analytics Modeler
  • W-9, consulting role.


Develop risk models, risk analysis, and a framework for daily snapshots of our risk profile considering the outstanding insurance policies we have or will have, and using very large historical data sets to inform. Expected to know how to calculate risk metrics like Value at Risk, Aggregation of Risk, Solvency Capitals, Discount Factor, and more.


Current risk assets are flights coverage and their on-time/delayed status.




  • End-to-end development of risk models.
  • Developing analytics across insurance derivatives, parametric risk-assets (similar to credit and rates derivatives products).
  • Working closely with CEO/Head of Analytics, CTO, reinsurers, and underwriters partners.


  • 5 -15 years experience in Wall Street in financial derivatives, traded assets, risk management.
  • Strong programming skills in Python.
  • Statistical, financial, and mathematical modeling background.
  • Master’s in CS or Financial Engineering, Ph.D a plus