Perform stand-alone and marginal pricing of Cat XL and QS treaty contracts during renewals. Develop blended, multi-model (RMS, AIR, and CoreLogic) view of catastrophe risks. Perform exposure and loss sensitivity analysis to explain changes in results. Support Tokio Marine group companies in reinsurance purchase.Develop benchmarks for model evaluation and perform component and loss validation to estimate weights for blending. Created a Year-Event Table (YET) to explicitly account for clustering of landfalling hurricanes in Florida for pricing complex treaty contracts. Performed a detailed review of RMS USHU MTR model methodology.Develop method to quantify the impact of climate change on frequency and severity of USHU risks at portfolio level and performed scenario analysis/climate stress test for regulatory filings (UK PRA & Monetary Authority of Singapore); method can be adapted to develop climate-adjusted view of risk for underwriting and Capital modeling. Reviewing BlackRock’s Aladdin physical climate risk models for equity and municipal bonds. Contributing to white papers on climate change risk assessment for insurance industry as a member of the task force of leading’s insurance experts led by the Geneva Association. Perform portfolio loss rollup of group companies’ USHU risks for capital modeling. Event response for live hurricanes before landfall and post-event loss analysis. Accumulation analysis and exposed limit reporting of Tokio Marine U.S. property exposures. Mentor new risk analysts. Attend RMS & AIR annual conference. Distribute bi-weekly a newsletter on market intelligence and academic research on catastrophic risk analytics.Catastrophe Models: RiskLink and HD Models (RMS), Touchstone/Touchstone Re (AIR), RQE (CoreLogic), MultiSNAP (Swiss Re), AIR CEEM Certification

Evaluation of CMIP5 climate models for wind and precipitation extremes. Climate change impact assessment on thermoelectric power production for U.S. DoE due to water stress. Developed a method to quantify resilience and proposed optimal recovery strategies for large-scale infrastructures (Patent: US 10,361,907 B2).

Performed exposure analysis and catastrophe modeling for reinsurance treaty pricing during renewals for U.S. underwriting desks. During off-renewal season, worked on Catastrophe model development (MultiSNAP). Passed an internal exam on the Principles of Traditional Non-Life Reinsurance (Score: 59.5/60).

Vulnerability analysis of industrial buildings, storage tanks, pipe racks exposed to explosions and natural hazards for Oil & Gas companies. Visited several petrochemical facilities in Houston area to gather data on building’s vulnerability characteristics. Supported clients on insurance claims analysis post explosions.

Developed meshfree hybrid particle method to study the dynamics of structures moving at high speeds.