Remote Capital Modeling Lead, P&C Insurance

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

Job summary

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead to develop internal economic capital modeling and analytics. The role will initially work with an external consultant while leveraging the existing ReMetrica-based model to build CSAA's independent capabilities.

You will partner with ERM, Actuarial, Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to broaden capital analytics for strategic decisions.

Qualifications

• A 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 closely related quantitative insurance modeling.
• Proven ability to design or build stochastic insurance models, rather than solely operate existing models.
• Strong understanding of Monte Carlo simulation, probability distributions, VaR and TVaR, dependency modeling, diversification and capital attribution.

Responsibilities

• Develop CSAA's internal economic capital modeling and analytics capabilities.
• 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.
• Collaborate with Enterprise Risk Management, Actuarial, Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to expand capital analytics in business decisions.

Skills

Bachelor's degree

10+ years exp

P&C insurance modeling

Monte Carlo

VaR/TVaR

ReMetrica

Python/R

Data handling

Education

Bachelor's degree in a related field

Tools

Python

R

ReMetrica

Git

Job description

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead to develop internal economic capital modeling and analytics. The role will initially work with an external consultant while leveraging the existing ReMetrica-based model to build CSAA's independent capabilities.

You will partner with ERM, Actuarial, Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to broaden capital analytics for strategic decisions.