Senior Capital Modeling Lead, P&C Insurance - Remote

CSAA; New Hampshire; Remote; USD 178,000 - 237,000; Full time

Job summary

CSAA Insurance Group is hiring a Capital Modeling Lead to strengthen its internal economic capital analytics for P&C insurance. The role operates with external consultants initially and expands to own the internal model over time.

The candidate will build and challenge stochastic capital models, partner with risk, actuarial, investments, and FP&A, and translate results into actionable business insights while ensuring governance and repeatable processes.

Qualifications

• A Bachelor's degree in a related field or equivalent combination of education and experience.

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.

Skills

Capital modeling

Python/R

Monte Carlo

Communication to leaders

Education

Bachelor's degree in related field

Tools

ReMetrica

Python

R

Job description

CSAA Insurance Group is hiring a Capital Modeling Lead to strengthen its internal economic capital analytics for P&C insurance. The role operates with external consultants initially and expands to own the internal model over time.

The candidate will build and challenge stochastic capital models, partner with risk, actuarial, investments, and FP&A, and translate results into actionable business insights while ensuring governance and repeatable processes.