REMOTE - Actuarial Forecasting Lead / Principal Actuary - C2H

Technology Management Solutions LLC; United States; Remote; USD 140,000 - 180,000; Full time

Job summary

Technology Management Solutions LLC is seeking an Actuarial Forecasting Lead for a 12-month remote assignment in the United States. The role focuses on integrating claims, inventory valuation, and forward-contract risk, building probabilistic models and conducting backtests to generate decision-ready forecasts.

You will own actuarial methodologies, work with Data Science, and partner with Procurement, Treasury, Legal, and Finance to govern models and risk assessments of physically settled

Qualifications

• Active actuarial credential (ACAS/FCAS/ASA/FSA or international equivalent).
• Hands-on experience building or validating insurance-claims risk models.
• Experience valuing physically delivered forwards or supply contracts.

Responsibilities

• Insurance claims and exposure modeling with probabilistic methods and time-phased forecasts.
• Inventory valuation, depreciation, and risk assessment of mobile-device inventory.
• Physical contract valuation of forward purchases/sales and offtake agreements.
• Inventory portfolio optimization across model families with risk-aware decisions.
• Develop reproducible Python/SQL models and document data lineage and methodology.
• Collaborate with cross-functional teams and communicate complex risk findings.

Skills

Quantitative modeling

Risk assessment

Communication

Education

ACAS

FCAS

ASA

FSA

Tools

Python

SQL

Job description

Role: Actuarial Forecasting Lead Duration: 12 months C2H Location: Remote USA

Job Purpose

The Principal Actuary is the senior individual-contributor specialist responsible for developing an integrated quantitative risk framework linking insurance-driven mobile-device claims, rapidly depreciating inventory assets, and future physical supply and disposition commitments. The role converts uncertainty in demand, recoverable value, and market conditions into actionable risk management decisions. This is a hands-on modeling position with no direct reports. The successful candidate must combine credentialed actuarial expertise in insurance claims and exposures with practical experience valuing physically delivered forwards, optional-volume agreements, or comparable structured physical supply arrangements. Physical settlement is the immediate focus; potential cash settlement is a longer-term capability.

Primary Job Accountabilities / Responsibilities

• Insurance claims and exposure modeling | 25% Build and validate probabilistic claims-frequency, cohort, and exposure models using insured-device populations, claims history, policy conditions, product mix, device age, churn, and external drivers. Produce calibrated time-phased demand distributions by client, program, model family, and horizon; distinguish insured claims incidence from repair, replacement, substitution, and SKU-level fulfillment outcomes. Backtest assumptions, explain forecast error, and partner with Data Science to translate predicted claims into decision-ready forecasts.
• Inventory valuation and financial risk | 25% Model depreciation, residual values, recoverability, liquidation discounts, price volatility, liquidity, obsolescence, and concentration across mobile-device inventory. Assess the joint impact of claims, future supply, secondary-market prices, repair yields, and inventory holdings using stochastic scenarios, Monte Carlo simulation, expected loss, tail-risk metrics, and stress tests. Provide forward-looking risk estimates and evidence for Finance-owned monthly inventory reserve assessments while distinguishing economic-risk outputs from accounting measurements.
• Physical contract valuation and risk transfer | 20% Price and assess physically settled forward purchases and sales, structured supply or offtake agreements, volume-flex commitments, and deliverable purchase/sale options. Model strike or delivery prices, optional quantities, exercise timing, specifications, grading, counterparty performance, delivery terms, and embedded optionality; compare contract economics to spot transactions and inventory carry. Partner with Procurement, Treasury, Legal, and Accounting on risk controls and commercial structures; support exploration of cash-settled products only after adequate benchmark and governance capabilities exist.
• Inventory portfolio optimization | 15% Integrate demand and market-value simulations to evaluate risk-adjusted buy, hold, repair, transfer, sell, and hedge decisions at model-family and portfolio levels. Quantify working capital, stockout exposure, purchasing premiums, expected depreciation, and tail-risk tradeoffs to propose practical exposure limits and hedging thresholds.
• Technical modeling and governance | 10% Write reproducible Python and SQL models and document data lineage, parameters, validation, backtesting, assumption changes, and model limitations. Coordinate with the Forecasting Lead on integrated work-product quality; retain ownership of actuarial methodology, assumptions, and specialist model judgments.
• Cross-functional leadership and capability development | 5% Establish common risk terminology, influence planning and procurement decisions without direct authority, and help develop the enterprise inventory-risk methodology. Communicate complex probability and valuation findings to Supply Chain, Finance, Actuarial, Risk, and executive stakeholders.

Management Responsibility

Individual contributor; no direct or indirect people-management responsibility. Serves as the senior technical authority for actuarial and risk valuation methodology, mentors colleagues, and may coordinate cross-functional working groups.

Financial Responsibility

No independent purchase, trade, or reserve-approval authority. Develops quantitative recommendations influencing inventory working capital, economic risk limits, contract valuation, and reserve inputs; Procurement, Treasury, Legal, Risk, and Finance retain approval authorities.

Required Experience, Skills, and Knowledge

• Hold an active professional actuarial credential (ACAS, FCAS, ASA, FSA, or recognized international actuarial equivalent). A CERA designation alone does not replace the base actuarial credential.
• Demonstrated hands-on professional experience developing or materially validating insurance claims-frequency, exposure-based, or comparable insurance predictive-risk models.
• Demonstrated hands-on experience valuing or pricing physically delivered forward, offtake, volume-flex, com