Remote Capital Modeling Lead – P&C Insurance

CSAA; Nevada; A distancia; USD 178.000 - 237.000; Jornada completa

Descripción de la vacante

CSAA Insurance Group is hiring a Capital Modeling Lead to develop and enhance internal economic capital modeling and analytics. You will work with the ReMetrica-based framework and partner with risk, actuarial, investments, and product teams to drive capital insights for strategic decisions.

The role requires deep modeling expertise, strong programming skills in Python or R, and experience in P&C capital modeling. This position is remote within the United States.

Formación

• 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, not just operate existing ones.
• Strong understanding of Monte Carlo simulation, probability distributions, VaR and TVaR, dependency modeling and capital attribution.

Responsabilidades

• 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 underwriting, reserve, catastrophe, investment, credit, reinsurance, and other risks.
• Evaluate VaR, TVaR, tail-risk, diversification and capital attribution approaches.
• Collaborate with risk, actuarial, investments, product management, catastrophe modeling, and FP&A to expand capital analytics.

Conocimientos

Python

R

Monte Carlo simulation

VaR

TVaR

ReMetrica

Git/version control

Cap econ modeling

Educación

Bachelor's degree in a related field

Herramientas

ReMetrica

Python

R

Descripción del empleo

CSAA Insurance Group is hiring a Capital Modeling Lead to develop and enhance internal economic capital modeling and analytics. You will work with the ReMetrica-based framework and partner with risk, actuarial, investments, and product teams to drive capital insights for strategic decisions.

The role requires deep modeling expertise, strong programming skills in Python or R, and experience in P&C capital modeling. This position is remote within the United States.