Actuarial Data Science Lead, Commercial Auto Pricing

Shepherd; Chicago (IL); On-site; USD 200,000 - 240,000; Full time

Benefits offered by this job

Premium Healthcare

Fertility benefits

Unlimited PTO

Daily lunches and snacks

Office locations: SF, NYC, Dallas-Fort

Professional development

Competitive 401(k)

Dog-friendly office

Job summary

Shepherd is building the data infrastructure and predictive models that power modern commercial insurance. As an Actuarial Data Science Lead on the Actuarial & Predictive Analytics team, you will own the development of pricing models starting with commercial auto, one of our highest-volume and most data-rich lines.

You'll directly shape the quality of the book we write and the products we bring to market. This is a high-impact, individual-contributor role for someone who thrives at the

Qualifications

• 7+ years of experience building and deploying pricing models in production.
• Familiarity with actuarial concepts (loss development, exposure rating, credibility).
• Strong foundation in statistics (GLMs, GBDTs, time series, heavy tails, Bayesian methods).
• Proficiency in Python and SQL.
• ACAS/FCAS actuarial designation.

Responsibilities

• Own commercial auto pricing models end-to-end from feature development through deployment and iteration as the book grows.
• Build and deploy predictive models and loss cost models for Shepherd's commercial auto book.
• Design and maintain feature pipelines transforming raw submission, claims, and third-party data into model-ready inputs.
• Collaborate with actuaries and underwriters to translate domain knowledge into model features and validate outputs.
• Develop model monitoring frameworks to track drift, performance, and calibration over time.
• Run experiments/back-tests to quantify model impact on loss ratios, pricing accuracy, and portfolio quality.
• Communicate findings clearly to technical and non-technical stakeholders through concise documentation and presentations.

Skills

Pricing modeling

Python

SQL

ACAS/FCAS

Feature engineering

Statistics

Team leadership

Job description

Shepherd is building the data infrastructure and predictive models that power modern commercial insurance. As an Actuarial Data Science Lead on the Actuarial & Predictive Analytics team, you will own the development of pricing models starting with commercial auto, one of our highest-volume and most data-rich lines.

You'll directly shape the quality of the book we write and the products we bring to market. This is a high-impact, individual-contributor role for someone who thrives at the