Adventure's around the corner...
Lead Data Scientist, Cyber Catastrophe Risk Model
- DepartmentAnalytics and Data Services
- LocationUnited States - San Mateo, CA
- Location TypeHybrid
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 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 and Requirements
- 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.
Salary Information
Salary Range: $141000 - $244000 per yearnull
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.
The perks. The rewards. The good stuff.
We’re proud to shout about our awesome benefits packages. Holistic wellness is a big deal for us. We offer everything you need to support your work and, most importantly, your work-life balance. We’re committed to helping you be the best version of yourself. Inside and outside of work.
FINANCIAL
Receive market-competitive pay and incentive programs—because you deserve it! To help future-proof your income, we offer generous support through retirement savings plans.
HEALTH AND WELLNESS
Keep your physical and emotional health in tip-top shape with health insurance for you and your family, an employee assistance program, annual wellness reimbursement, and access to wellness resources.
FLEXIBLE WORKING
Work in an environment where you’ll have the freedom and trust to make an impact, with time for your life outside of work.
DOWNTIME
Relax and kick back through our generous paid time-off programs. Make a difference in your community with three volunteer days each year. Take your own personal day of rest with My Day. We also offer ample paid leave for all new parents.
CONTINUAL DEVELOPMENT
We encourage self-directed learning, giving you every chance to become a better version of yourself, both professionally and personally. At Guidewire, lifelong learning is here for the taking.
CAREER MOBILITY
Your career opportunities are only limited by your own imagination. Guidewire’s community is filled with chances to expand your horizons across any of our teams or worldwide locations.