Remote Capital Modeling Lead, P&C Insurance

CSAA; Georgia; Remote; USD 178,000 - 237,000; Full time

Job summary

CSAA Insurance Group is hiring a Capital Modeling Lead for P&C insurance with a remote-first role across the United States. You will develop internal economic capital modeling, work with cross-functional teams, and evolve modeling capabilities beyond the external consultant framework.

The role requires 10+ years in P&C capital or enterprise risk modeling, strong programming in Python/R, and experience translating complex results into actionable business insights.

Qualifications

• Bachelor's degree in a related field or equivalent combination of education and experience.
• 10+ years of related experience in P&C insurance economic capital modeling or enterprise risk modeling.
• 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 deep technical understanding of CSAA's existing 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.
• Develop approaches for marginal and incremental capital analysis.

Skills

Python

R

Monte Carlo

VaR/TVaR

ReMetrica

Capital modeling

Education

Bachelor's degree or equivalent

Tools

Git

ReMetrica

Job description

CSAA Insurance Group is hiring a Capital Modeling Lead for P&C insurance with a remote-first role across the United States. You will develop internal economic capital modeling, work with cross-functional teams, and evolve modeling capabilities beyond the external consultant framework.

The role requires 10+ years in P&C capital or enterprise risk modeling, strong programming in Python/R, and experience translating complex results into actionable business insights.