Capital Modeling Lead - P&C (Remote)

CSAA

Oklahoma

Remote

USD 178,000 - 237,000

Full time

6 days ago

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Job summary

CSAA Insurance Group, a AAA insurer, seeks a Capital Modeling Lead to develop its internal economic capital modeling and analytics capabilities. You will work with cross-functional teams including Risk, Actuarial, Investments, and FP&A to expand the use of capital analytics in business decisions.

The role involves designing stochastic models, evaluating risk measures, and potentially leading the internal modeling program as it evolves.

Qualifications

Bachelor's degree in a related field or equivalent.
10+ years of related experience in P&C insurance economic capital modeling or similar.
Proven ability to design or build stochastic insurance models.
Strong programming capability in Python, R, or another quantitative language.
Ability to communicate sophisticated quantitative concepts to nontechnical business leaders.

Responsibilities

Develop CSAA's internal economic capital modeling and analytics capabilities.
Independently reproduce, challenge, and enhance existing model calculations and methodologies.
Design and build stochastic economic capital models integrating underwriting, reserve, catastrophe, investment, credit, reinsurance, and other material risks.
Evaluate VaR, TVaR, tail-risk, diversification, and capital attribution.
Collaborate with risk, actuarial, investments, product, catastrophe, and FP&A teams to expand capital analytics usage.