Senior Cyber Catastrophe Risk Modeler

Guidewire-Cyence is searching for a Senior Cyber Catastrophe Risk Modeler to join us on our mission to transform cyber-insurance with the industry's leading cyber risk platform. Cyber is the #1 threat to US national security, above nuclear weapons, and our work here makes a meaningful impact in this space! You will report to the Director of Risk Modeling.
Who We Are, What We Believe, & What We BuildGuidewire is the AWS of insurance. As the market leader, 380 insurance companies run on our mission critical platform. Every second, we support underwriters crafting policies and agents settling claims. We believe that making a great decision should not require 100 in-house data scientists. Our products range from cyber risk quantification to potent ML sandboxes. We are a post-IPO company with the vision to redefine insurance.
Who You AreYou are a passionate, detail-oriented and creative problem solver, excited by the prospect of pursuing hard problems and exploring the unknown. You enjoy applying quantitative methods. 

Responsibilities:

• Develop, calibrate and validate probabilistic cyber risk model for the (re)insurance and financial services markets.
• Developing and implementing methodologies to quantify the impact of cyber security risk, with a specific focus on supply chain-related events 
• Developing and implementing tools to effectively visualize the potential impact of potential cyber events 
• Exploring different data sources to come up with features and assumptions to enhance our set of risk models 
• Calibrating, testing and validating different types of models in the insurance space 
• 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 
• Main analytics point of contact and collaborate directly with clients and cli facing teams 
• Collaborating with other leaders across the Analytics organization, including Product Management, Engineering, and Client Engagement 

Qualificiations:

• 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 
• 5+ years of experience in catastrophe risk Modeling, Applied Statistics, Probability theory, Monte Carlo methods for uncertainty quantification and propagation, GLMs applications,  data analysis, feature engineering, data visualization and hypotheses testing 
• True passion for leading, inspiring, mentoring, and attracting world-class colleagues 
• Experience working different types of datasets (e.g. unstructured, semi-structured, with missing information) 
• High level proficiency in Python or R, and SQL 
• 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 self-starting attitude, and a growth mindset 

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About Guidewire
Guidewire is the platform P&C insurers trust to engage, innovate, and grow efficiently. We combine digital, core, analytics, and AI to deliver our platform as a cloud service. More than 540+ insurers in 40 countries, from new ventures to the largest and most complex in the world, run on Guidewire.
As a partner to our customers, we continually evolve to enable their success. We are proud of our unparalleled implementation track record with 1600+ successful projects, supported by the largest R&D team and partner ecosystem in the industry. Our Marketplace provides hundreds of applications that accelerate integration, localization, and innovation.
For more information, please visit www.guidewire.com and follow us on Twitter: @Guidewire_PandC.
Guidewire Software, Inc. is proud to be an equal opportunity and affirmative action employer. We are committed to an inclusive workplace, and believe that a diversity of perspectives, abilities, and cultures is a key to our success. Qualified applicants will receive consideration without regard to race, color, ancestry, religion, sex, national origin, citizenship, marital status, age, sexual orientation, gender identity, gender expression, veteran status, or disability. All offers are contingent upon passing a criminal history and other background checks where it's applicable to the position.
Disability Accommodations and Guidewire’s Appeals Process. Guidewire provides accommodations to the hiring process to creat