Remote Capital Modeling Lead - P&C Insurance

CSAA Insurance Group; Missouri; Remote; USD 170,000 - 235,000; Full time

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead to develop internal economic capital models and analytics in a remote capacity across the United States. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, and FP&A to expand capital analytics in business decisions.

The role requires strong Python/R skills, 10+ years in P&C capital modeling, and the ability to communicate complex concepts to leaders. Remote-friendly with travel as needed.

Qualifications

• Bachelor’s degree in a related field or equivalent experience.
• 10+ years in P&C insurance economic capital modeling or related quantitative modeling.
• Ability to design or build stochastic models beyond using existing ones.
• Strong knowledge of Monte Carlo simulation, VaR/TVaR, dependency modeling.
• Experience with catastrophe-model outputs in capital modeling.
• Experience communicating complex quantitative concepts to nontechnical leaders.

Responsibilities

• Develop and maintain CSAA's internal economic capital model using ReMetrica.
• Independently reproduce and enhance model calculations and methodologies.
• Design stochastic models integrating underwriting, reserve, catastrophe, investments, and other risks.
• Evaluate VaR, TVaR, tail-risk and diversification.
• Analyze dependencies across risks, business lines, geographies, and markets.
• Perform sensitivity, scenario, stress, and parameter-uncertainty analyses.
• Support governance, model validation, and change-control processes.
• Collaborate with cross-functional teams to apply capital analytics in decisions.

Skills

Python

R

Quantitative analysis

Communication skills

Monte Carlo

Education

Bachelor's degree in a related field

Tools

ReMetrica

Git/version control

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead to develop internal economic capital models and analytics in a remote capacity across the United States. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, and FP&A to expand capital analytics in business decisions.

The role requires strong Python/R skills, 10+ years in P&C capital modeling, and the ability to communicate complex concepts to leaders. Remote-friendly with travel as needed.