Sr Decision Science Analyst, Capital & CAT Modeling

Own and build the capital modeling framework, running catastrophe models and integrating their outputs to support portfolio management, growth planning, and strategic decision making

Build and maintain the analytical tools and data structures used for catastrophe, capital, and portfolio modeling

Evaluate how individual policies and portfolio changes impact capital requirements, PMLs, tail risk, and expected returns

Partner closely with insurance, finance, and underwriting teams to assess the impact of reinsurance structures, retentions, and limits on portfolio risk and capital efficiency

Translate capital and catastrophe model results into clear takeaways and recommendations that help guide growth and risk decisions

Approach problems with curiosity and good judgment, challenging assumptions when needed and contributing to a team that values learning and shared ownership

4+ years of experience in CAT modeling, capital modeling, or quantitative risk analytics within P&C insurance or reinsurance

Solid grounding in statistics and probability, especially as applied to extreme events and heavy-tailed distributions

Proficiency in data science programming languages such as R or Python, and database query tools such as SQL

Bachelor’s degree in Data Science, Economics, Mathematics, Statistics, Actuarial Science, or a related field

Understanding reinsurance structures and how they impact portfolio risk and capital is a plus

Ability to work remotely

Enthusiasm about learning and adapting to the exciting world of AI – a commitment to exploring this field is a fundamental part of our culture.

*Please note that we are unable to sponsor applicants for work visas

Lemonade's US base salary range for this full-time position is $130,000- $145,000 equity + benefits. Our salary ranges are determined by role, level, and location. Within the range, individual pay is determined by work location and additional factors, including job-related skills, experience, and relevant education or training. Speak to your recruiter to hear more about the specific salary range for your preferred location.

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