Remote Capital Modeling Lead — P&C Insurance

CSAA; Colorado; Remoto; USD 178.000 - 217.000; Tempo pieno

Descrizione del lavoro

CSAA Insurance Group, a leading AAA insurer, is hiring a Capital Modeling Lead to build and enhance internal economic capital models for P&C insurance. The role will work with cross-functional teams to translate complex capital analytics into actionable business insights.

Remote-friendly role across the United States (except HI/AK per posting), with collaboration across Enterprise Risk Management, Actuarial, Investments, and FP&A.

Competenze

• Bachelor's degree in a related field or equivalent.
• 10+ years in P&C insurance economic capital modeling or closely related quantitative modeling.
• Proven ability to design or build stochastic insurance models.
• Strong understanding of Monte Carlo simulation, VaR/TVaR, dependency modeling, diversification, and capital attribution.
• Solid understanding of P&C underwriting and reserve risk.
• Experience incorporating catastrophe-model output into economic capital models.
• Knowledge of reinsurance structures and their impact on loss distributions and capital.
• Experience with large datasets and repeatable analytical processes.
• Ability to communicate sophisticated quantitative concepts to nontechnical leaders.

Mansioni

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations and methodologies.
• Design and build stochastic economic capital models integrating key risk drivers.
• Evaluate alternative approaches to VaR, TVaR, tail-risk, diversification, capital attribution.
• Analyze dependencies across risks, lines, geographies, and investments.
• Perform sensitivity, scenario, stress, and parameter analyses.
• Develop approaches for marginal and incremental capital analysis.
• Partner with Reinsurance, Investments, Product Management, and FP&A to translate results into business insights.
• Support model governance, validation, and regulatory discussions.

Conoscenze

Monte Carlo

VaR

TVaR

Correlation modeling

Python

Communication

Formazione

Bachelor's degree

Actuarial credentials (FCAS/ACAS)

Strumenti

ReMetrica

Python

R

Git

Descrizione del lavoro

CSAA Insurance Group, a leading AAA insurer, is hiring a Capital Modeling Lead to build and enhance internal economic capital models for P&C insurance. The role will work with cross-functional teams to translate complex capital analytics into actionable business insights.

Remote-friendly role across the United States (except HI/AK per posting), with collaboration across Enterprise Risk Management, Actuarial, Investments, and FP&A.