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Company

Original Job Post

Guidewire Software · 2 days ago

Lead Data Scientist, Cyber Catastrophe Risk Model

San Mateo, CA

Full-time

Hybrid

Senior Level

5+ years exp

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Responsibilities

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 the set of probabilistic risk models

Integrating/automating modeling processes in the production pipeline to feed the 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

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

Deep LearningStatistical AnalysisData VisualizationFeature EngineeringHypotheses TestingPythonRSQLAWS AthenaDatabricksApache AirflowProblem-SolvingLeadershipMentoringCommunicationCreativityAdaptabilityPositive AttitudeGrowth MindsetCAT Modeling

Required

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 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

Preferred

Experience in CAT modeling is a plus!

Company

Guidewire Software

Glassdoor

4.3

Guidewire Software provides core back-end systems software to the global property, casual and worker's compensation insurance industry.

Founded in 2001

San Mateo, California, USA

1,001-5,000 employees

http://www.guidewire.com

H1B Sponsorship

Guidewire Software has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Trends of Total Sponsorships

2023 (51)

2022 (120)

2021 (116)

2020 (139)