Senior Capital Modeling Lead, P&C Insurance (Remote)

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

Benefits offered by this job

Annual bonus eligibility

401(k) with company match

Flexible workplace

Job summary

CSAA Insurance Group (CSAA IG) is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, and FP&A to expand capital analytics in business decisions.

You will design stochastic models, reproduce existing methodologies, and challenge assumptions while collaborating across functions and external consultants.

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 modeling or closely related quantitative modeling.
• Proven ability to design or build stochastic models.
• Strong understanding of Monte Carlo simulations, VaR/TVaR, dependencies, diversification.

Responsibilities

• 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 material risks.
• Evaluate VaR, TVaR, tail-risk, diversification, and capital attribution approaches.
• Analyze dependency structures and correlations across risks, lines, geographies, and investments.
• Perform sensitivity, scenario, stress, and parameter-uncertainty analyses.
• Develop and apply marginal/incremental capital analyses.
• Partner with Reinsurance, Investments, Product Management, catastrophe modeling, and Actuarial teams.
• Support FP&A and Enterprise Risk Management with forward-looking projections and planning.
• Translate capital results into actionable business insights and opportunities.

Skills

Python

R

Quantitative communication

Version control

Modeling expertise

Collaboration

Education

Bachelor's degree or higher

Tools

ReMetrica

Job description

CSAA Insurance Group (CSAA IG) is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, and FP&A to expand capital analytics in business decisions.

You will design stochastic models, reproduce existing methodologies, and challenge assumptions while collaborating across functions and external consultants.