Sr Decision Science Analyst, Capital & CAT Modeling

Lemonade
New York
Workplace: OnsiteFull timeUSD 115,000 - 132,500 annuallyFunction: Data Science & Machine LearningExperience: 4+ yearsEducation: bachelorsSkills: ["Curiosity","Collaboration","Communication","Problem-solving"]

Senior decision scientist focused on catastrophe and capital modeling to guide portfolio strategy and growth. Owns the capital modeling framework, builds data tools, evaluates policy impacts on risk and return, collaborates with underwriting/finance, and translates model results into actionable guidance for risk-aware growth.

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Lemonade
Lemonade
7 months ago

Sr Decision Science Analyst, Capital & CAT Modeling

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Source: Company careers pageValidated by: Fursa AI
Last checked: 22 hours agoStatus: Live

Job Summary

Senior decision scientist focused on catastrophe and capital modeling to guide portfolio strategy and growth. Owns the capital modeling framework, builds data tools, evaluates policy impacts on risk and return, collaborates with underwriting/finance, and translates model results into actionable guidance for risk-aware growth.
Location: New York
Workplace: Onsite
Employment Type: Full time
Job Function: Data Science & Machine Learning

Key Responsibilities

  • •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.

Pay and Benefits

Salary: USD 115,000 - 132,500 annually
Equity and Bonus:Equity

Key Requirements

  • •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.
  • •Ability to work in our Soho office a minimum of 3 days a week.
Experience:4+ yearsInsuranceReinsuranceCAT modelingRisk analytics
Education:Bachelor's in Data Science, Economics, Mathematics, Statistics, Actuarial Science
Skills:CuriosityCollaborationCommunicationProblem-solving
Languages:English
Tech Stack:PythonRSQL

Eligibility

Work Authorization:Authorization required. Sponsorship not provided.

Company Brief

Lemonade
Lemonade is a technology-first insurance carrier that uses AI and behavioral economics to offer renters, homeowners, pet, car, and life insurance with instant underwriting and claims, and a social-impact 'Giveback' model donating leftover premiums to nonprofits.
Industry: InsurTech
Company Size: Enterprise (1,001+ employees)
Revenue: USD 500M to 1B
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 2015
Glassdoor
Glassdoor: 3.5
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