Remote Pricing Actuary - Flexible, Long-Term Opportunity

Work At Home Vintage Experts LLC

Sacramento (CA)

Remote

USD 150,000 - 210,000

Full time

2 days ago
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Benefits offered by this job

Health insurance
401(k) match (4%)

Job summary

Work At Home Vintage Experts LLC (WAHVE) seeks experienced Pricing Actuary or Associate Pricing Actuary to develop and refine pricing models for Property & Casualty products from a home-based setting. Positions require deep actuarial experience and collaboration with underwriting, finance, reserving, and claims teams.

Strong data manipulation skills in SAS/SQL/R/Python are expected, with ACAS/FCAS preferred.

Qualifications

  • 25 years of full-time actuarial work experience
  • 10 most recent years in actuarial pricing of P&C insurance or reinsurance
  • Bachelors degree in actuarial science, mathematics, economics, statistics, or related major
  • Proficiency in predictive modeling and machine learning techniques

Responsibilities

  • Develop and refine pricing models to assess risk and profitability for various Property & Casualty insurance products.
  • Monitor and analyze datasets of existing products, including experience and exposure rating, adjusting pricing models as needed.
  • Collaborate with Underwriting, Finance, Reserving and Claims to support pricing and profitable growth strategies.
  • Support the development and filing of rate changes with regulatory bodies.

Skills

SAS
SQL
Python
R
Prophet
VBA

Education

Bachelors degree in actuarial science, mathematics, economics, statistics, or related major
ACAS or FCAS designation (preferred)

Job description

Work At Home Vintage Experts LLC (WAHVE) seeks experienced Pricing Actuary or Associate Pricing Actuary to develop and refine pricing models for Property & Casualty products from a home-based setting. Positions require deep actuarial experience and collaboration with underwriting, finance, reserving, and claims teams.

Strong data manipulation skills in SAS/SQL/R/Python are expected, with ACAS/FCAS preferred.

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