Remote Capital Modeling Lead, P&C Insurance

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

Job summary

CSAA Insurance Group is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities and lead the move from external to internal capital analytics. You will work with ERM, Actuarial, Investments, FP&A, and product teams to expand the use of capital analytics in strategic decisions.

You will build reproducible modeling processes, implement validation and governance, and communicate complex quantitative results to senior leaders.

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 related quantitative modeling.
• Proven ability to design or build stochastic insurance models.
• Strong understanding of Monte Carlo simulation, VaR/TVaR, dependency modeling, diversification, and risk attribution.
• Experience incorporating catastrophe-model outputs into capital models.
• Strong programming capability in Python, R, or other quantitative languages.

Responsibilities

• Develop deep technical understanding of CSAA's ReMetrica-based capital model.
• Independently reproduce, challenge, and enhance model calculations.
• Design and build stochastic capital models integrating underwriting, reserve, catastrophe, investment, credit, and reinsurance risks.
• Collaborate with ERM, Actuarial, Investments, Product Management, catastrophe modeling, and FP&A to expand capital analytics.
• Translate results into actionable business insights for decision making.
• Support governance, validation, and regulatory discussions.

Skills

Python

R

Quant modeling

Monte Carlo

VaR/TVaR

Capital allocation

Stochastic modeling

Model governance

Education

Bachelor's degree

Tools

ReMetrica

Git

Python

Job description

CSAA Insurance Group is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities and lead the move from external to internal capital analytics. You will work with ERM, Actuarial, Investments, FP&A, and product teams to expand the use of capital analytics in strategic decisions.

You will build reproducible modeling processes, implement validation and governance, and communicate complex quantitative results to senior leaders.