Remote Capital Modeling Lead for P&C Insurance

CSAA; Arizona; Remote; USD 178.000 - 237.000; Vollzeit

Benefits dieser Stelle

Annual bonus up to 15%

Remote-first culture

401(k) matching

Zusammenfassung

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead for a remote-first role across the United States (excluding Hawaii and Alaska). The candidate will develop internal economic capital models, collaborate with ERM, Actuarial, Investments, and FP&A, and drive capital analytics into strategic business decisions.

Requires 10+ years in P&C economic capital modeling, strong programming skills (Python/R), and experience with ReMetrica and stochastic modeling.

Qualifikationen

• Bachelor's degree in a related field or equivalent combination of education and experience.

Aufgaben

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• 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 alternative approaches to VaR, TVaR, tail-risk measurement, diversification, and capital attribution.
• Analyze dependency structures and correlations across insurance risks, business lines, geographies, catastrophe perils, and investment risks.
• Perform sensitivity, scenario, stress, and parameter uncertainty analyses.
• Assess model stability and uncertainty in extreme-tail estimates.

Kenntnisse

Python

R

Monte Carlo

VaR

Communication

Ausbildung

Bachelor's degree

Tools

ReMetrica

Git

Jobbeschreibung

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead for a remote-first role across the United States (excluding Hawaii and Alaska). The candidate will develop internal economic capital models, collaborate with ERM, Actuarial, Investments, and FP&A, and drive capital analytics into strategic business decisions.

Requires 10+ years in P&C economic capital modeling, strong programming skills (Python/R), and experience with ReMetrica and stochastic modeling.