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

CSAA; New York (NY); Remote; USD 170,000 - 237,000; Full time

Benefits offered by this job

Annual bonus eligibility

401(k) match

Remote-first culture

Job summary

CSAA Insurance Group is hiring a Capital Modeling Lead to develop its internal economic capital modeling capabilities. You will work with ReMetrica, challenge existing methodologies, and build stochastic models across underwriting, reserves, catastrophe, investments, and reinsurance.

The role partners with ERM, Actuarial, Investments, FP&A, and product management. The position is remote (US) with nationwide scope, requires 10+ years in P&C capital modeling, and offers a path to lead the internal

Qualifications

• Bachelor's degree or equivalent in related field or experience.
• 10+ years of related experience in P&C insurance economic capital modeling or similar.
• Proven ability to design/build stochastic models beyond using existing ones.
• Strong knowledge of Monte Carlo, VaR/TVaR, dependency modeling, diversification, and capital attribution.
• Experience integrating catastrophe-model output into capital models.
• Understanding of reinsurance structures and investment/credit risk.

Responsibilities

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations and methods.
• Design/build stochastic economic capital models integrating underwriting, reserves, catastrophe, investments, credit, reinsurance, etc.
• Evaluate VaR, TVaR, tail-risk, diversification and capital attribution.
• Analyze dependencies across risks, lines, geographies, catastrophe perils, investments.
• Perform sensitivity, scenario, stress, and parameter-uncertainty analyses.

Skills

Python

R

Monte Carlo

Communication

Education

Bachelor's degree or equivalent

Tools

ReMetrica

Git

Version control

Job description

CSAA Insurance Group is hiring a Capital Modeling Lead to develop its internal economic capital modeling capabilities. You will work with ReMetrica, challenge existing methodologies, and build stochastic models across underwriting, reserves, catastrophe, investments, and reinsurance.

The role partners with ERM, Actuarial, Investments, FP&A, and product management. The position is remote (US) with nationwide scope, requires 10+ years in P&C capital modeling, and offers a path to lead the internal