Remote Capital Modeling Lead, P&C Insurance

CSAA Insurance Group; West Virginia; Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

Annual bonus eligibility

401(k) with company match

Remote-first culture

Flexible workplace

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead for a remote role across the United States (excluding Hawaii and Alaska). You will develop internal economic capital modeling capabilities, design stochastic models, and partner with Risk Management, Investments, and FP&A to influence strategic decisions.

Required are 10+ years in P&C capital modeling, strong programming skills (Python/R), and experience with capital allocation and regulatory considerations.

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

Responsibilities

• Develop internal economic capital models and capabilities.
• Independently reproduce, challenge, and enhance model calculations and methodologies.
• Design and build stochastic economic capital models integrating underwriting, reserve, catastrophe, investment, credit, and other risks.
• Communicate results to nontechnical business leaders and collaborate with ERM, Actuarial, Investments, and FP&A teams.

Skills

Python

R

Monte Carlo

VaR

TVaR

Capital modeling

Git/version control

Education

Bachelor's degree

Tools

ReMetrica

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead for a remote role across the United States (excluding Hawaii and Alaska). You will develop internal economic capital modeling capabilities, design stochastic models, and partner with Risk Management, Investments, and FP&A to influence strategic decisions.

Required are 10+ years in P&C capital modeling, strong programming skills (Python/R), and experience with capital allocation and regulatory considerations.