Senior Capital Modeling Lead, P&C Insurance - Remote

CSAA Insurance Group; Central City (CO); Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

Remote work

Annual bonus potential

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead for a remote role in the United States. You will develop internal economic capital models, collaborate with ERM, Actuarial, Investments, and FP&A, and shape capital analytics used in strategic decisions.

You should bring 10+ years in P&C economic capital modeling, deep knowledge of Monte Carlo methods, VaR/TVaR, and proficiency in Python or R. ReMetrica experience is a plus.

Qualifications

• Bachelor's degree in a related field or equivalent experience.
• 10+ years in P&C economic capital modeling or related quantitative insurance modeling.
• Ability to design or build stochastic models, not just operate existing models.
• Strong understanding of Monte Carlo, VaR and TVaR, dependency modeling, diversification, and capital attribution.
• Solid understanding of P&C underwriting and reserve risk.
• Experience incorporating catastrophe-model output into economic capital or similar models.
• Proficiency in Python or R.
• Ability to communicate complex quantitative concepts to nontechnical leaders.

Responsibilities

• Develop and enhance CSAA's internal economic capital modeling capabilities.
• Independently reproduce, challenge, and improve existing model calculations and methodologies.
• Build stochastic economic capital models integrating underwriting, reserve, catastrophe, investment, credit, reinsurance and other material risks.
• Collaborate with ERM, Actuarial, Investments, Product Management, catastrophe modeling, and FP&A to expand capital analytics in business decisions.
• Support capital projections, stress testing, and strategic planning.

Skills

Python

R

Monte Carlo

Statistical modeling

Communication to leaders

Education

Bachelor's degree

Tools

ReMetrica

Git

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead for a remote role in the United States. You will develop internal economic capital models, collaborate with ERM, Actuarial, Investments, and FP&A, and shape capital analytics used in strategic decisions.

You should bring 10+ years in P&C economic capital modeling, deep knowledge of Monte Carlo methods, VaR/TVaR, and proficiency in Python or R. ReMetrica experience is a plus.