Make an Impact. We are looking for unique and talented individuals to join us as interns this summer across a range of roles, including underwriting, data, and actuarial positions. Interns will spend eight weeks immersed in a team, where they will learn new skills, contribute fresh ideas, and build their professional network. In addition to hands-on experience, interns will participate in development sessions and collaborate on a strategic project. At Convex, we invest in our talent, and many interns return to take on permanent roles. This is a fantastic opportunity to establish your reputation and make an impression.

The role

The experiments team helps to bring value to Convex by testing out ideas and solving business problems using data and tech. We are looking for someone who is curious to use new approaches and technically minded - some experience of coding and AI.

Key dates

The programme runs from the 30th June to the 22nd August.

Faqs

Q- How long are applications open for?

A- Applications will be live from the 1st February - 28th February.

Q- When will I hear back on my application?

A- We will be reviewing all applications through February. Everyone will receive a response by the first week of March at the latest.

Q- Will I get feedback on my application?

A- Anyone who is interviewed will receive feedback. However, due to the volume of applications we are unable to provide feedback for the initial application stage.

Q- Do you cover travel costs for the in-person interview?

A- Yes we will help arrange and cover costs for any in-person interview.

About convex insurance

In 2019, Stephen Catlin and Paul Brand co-founded Convex with $1.7bn of initial committed capital to underwrite insurance and reinsurance for complex specialty risks. The company has since received an A.M. Best rating of A (Excellent) and regulatory approval to operate in London, Bermuda, Luxembourg and United States.

We have also welcomed leaders in their fields from across the insurance industry, bringing a diversity of thought and approach.