Capital Modeling Lead — Remote (P&C Insurance)

CSAA Insurance Group; Guin (AL); Remote; USD 178.000 - 237.000; Vollzeit

Zusammenfassung

CSAA Insurance Group is seeking a Capital Modeling Lead to develop its internal economic capital modeling and analytics capabilities. The role collaborates with ERM, Actuarial, Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to expand capital analytics in business decisions.

The candidate will work with ReMetrica-based models, reproduce and enhance methodologies, and may lead the technical direction for the internal model.

Qualifikationen

• Bachelor’s degree in a related field or equivalent.
• 10+ years in P&C economic capital modeling or related quantitative insurance modeling.
• Ability to design or build stochastic models beyond operating existing models.
• Strong programming capability in Python, R, or another quantitative language.
• Experience with catastrophe-model output and reinsurance structures.
• Familiarity with model governance, validation, and documentation.

Aufgaben

• Develop internal economic capital models and analytics.
• Reproduce, challenge, and enhance model calculations and methodologies.
• Design stochastic capital models across underwriting, reserve, catastrophe, investment, credit, and other risks.
• Evaluate VaR, TVaR, tail risks, diversification, and capital attribution.
• Collaborate with ERM, Actuarial, Reinsurance, Investments, FP&A and other teams to inform decisions.
• Support model governance, validation, and remediation of findings.

Kenntnisse

Monte Carlo

VaR/TVaR

Risk modeling

Data analysis

Ausbildung

Bachelor’s degree in related field

Tools

Python

R

Jobbeschreibung

CSAA Insurance Group is seeking a Capital Modeling Lead to develop its internal economic capital modeling and analytics capabilities. The role collaborates with ERM, Actuarial, Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to expand capital analytics in business decisions.

The candidate will work with ReMetrica-based models, reproduce and enhance methodologies, and may lead the technical direction for the internal model.