About ICMR
Insurance Capital Markets Research (ICMR) is a quantitative research consultancy with a focus on the London market and the wider global specialty (re)insurance industry. Its clients are insurance carriers, intermediaries, and investors.
Clients engage ICMR for its curated industry data as well as for independent research by industry experts with a proven track record in delivering insights on markets, performance, and valuations.
Its core capability is the assessment and modelling of performance and return profiles of (re)insurance entities and portfolios, both within Lloyd’s and globally.
To find out more go to: Insurance Capital Markets Research
ICMR people
Markus has spent over 20 years in both insurance and capital markets. He is the former head of analysis at Lloyd’s, where he set up a market wide analytical performance and price monitoring framework. Markus was head of pricing at an ILS joint venture with Lehman Brothers and Vario Partners, structuring innovative risk transfer solutions into capital markets.
Markus is an expert in modelling non-life insurance portfolios and probabilistic programming, and an Honorary Visiting Fellow at Bayes Business School, City, University of London.
Quentin has over 30 years Lloyd’s and capital markets experience, including directorships of managing agencies and head of research at Lloyd’s where he co-authored Lloyd’s Performance Management template in the aftermath of Lloyd’s WTC losses of 2001, helping implement Lloyd’s capital modelling and risk management.
Quentin co-founded an ILS joint venture with Lehman Brothers as well as a Bermuda-based ILS firm, Vario Partners. He has worked in private equity, in investment banking and in actuarial consulting.