Senior Capital Modeling Lead, P&C — Remote

CSAA Insurance Group; Alabama; Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

Remote-first culture

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead, P&C Insurance, to advance internal economic capital modeling and analytics in a remote-capable role across the United States. You will work with internal teams to design, challenge, and evolve stochastic capital models using ReMetrica and modern quantitative methods.

You will partner with Risk Management, Actuarial, Investments, and FP&A to translate capital insights into strategic business decisions and assess capital allocation across

Qualifications

• Bachelor’s degree in a related field or equivalent combination of education and experience.
• 10+ years of related experience in P&C insurance econom ic capital modeling or related quantitative modeling.
• Strong programming capability in Python, R, or another quantitative language.

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.
• Perform sensitivity, scenario, stress, and parameter uncertainty analyses.
• Assess model stability and uncertainty in extreme-tail estimates.
• Develop approaches for marginal and incremental capital analysis.

Skills

Python

R

Monte Carlo

VaR

TVaR

ReMetrica

Git

Education

Bachelor’s degree in a related field

Tools

ReMetrica

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead, P&C Insurance, to advance internal economic capital modeling and analytics in a remote-capable role across the United States. You will work with internal teams to design, challenge, and evolve stochastic capital models using ReMetrica and modern quantitative methods.

You will partner with Risk Management, Actuarial, Investments, and FP&A to translate capital insights into strategic business decisions and assess capital allocation across