Remote Capital Modeling Lead, P&C Insurance

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

Benefits offered by this job

401(k) with company match

Annual bonus eligibility

Remote-first culture

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 collaborates across Enterprise Risk Management, Actuarial, Investments, and FP&A to expand capital insights and support business decisions.

Remote anywhere in the United States (excluding Hawaii and Alaska); strong Python/R skills, Monte Carlo, and experience building stochastic models are required.

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 modeling.
• Proven ability to design or build stochastic insurance models, not just operate existing ones.
• 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.

Skills

Python

R

Communication to nontechnical leaders

Quantitative analysis

Education

Bachelor's degree in a related field

Tools

ReMetrica

Git/version control

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 collaborates across Enterprise Risk Management, Actuarial, Investments, and FP&A to expand capital insights and support business decisions.

Remote anywhere in the United States (excluding Hawaii and Alaska); strong Python/R skills, Monte Carlo, and experience building stochastic models are required.