Senior Capital Modeling Lead, P&C (Remote)

CSAA Insurance Group; Lorida (FL); Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

401(k) match

Annual bonus eligibility

Remote-first workplace

Inclusive culture

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C Insurance, primarily remote across the United States with Hawaii and Alaska excluded. You will advance internal economic capital modeling, collaborating with multiple lines of business to drive capital analytics into strategic decisions.

The role emphasizes building and challenging models, leveraging ReMetrica, and partnering with ERM, Actuarial, Investments, and FP&A to enhance capital insights and governance.

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 economic capital modeling, enterprise risk modeling, or closely related quantitative insurance modeling.
• Proven ability to design or build stochastic insurance models, not just operate existing models.
• Strong understanding of Monte Carlo simulation, VaR/TVaR, dependency modeling, diversification, and parameter uncertainty.
• Solid understanding of P&C underwriting and reserve risk.
• Experience incorporating catastrophe-model output into economic capital or other stochastic models.
• Knowledge of reinsurance structures and their impact on loss distributions and capital.
• Proficiency in Python/R and ability to work with large datasets.

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, and other risks.
• Evaluate VaR, TVaR, tail-risk, diversification, and capital attribution.
• Analyze dependencies across risks and geographies; perform sensitivity and stress analyses.
• Develop margin and incremental capital analyses; assess model stability in extreme tails.
• Collaborate with risk, actuarial, investments, product, catastrophe modeling, and FP&A teams.

Skills

Monte Carlo

VaR

TVaR

p&c underwriting

Python

R

Git

model governance

stakeholder communication

Education

Bachelor's degree in related field

Tools

ReMetrica

Python

R

Git

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C Insurance, primarily remote across the United States with Hawaii and Alaska excluded. You will advance internal economic capital modeling, collaborating with multiple lines of business to drive capital analytics into strategic decisions.

The role emphasizes building and challenging models, leveraging ReMetrica, and partnering with ERM, Actuarial, Investments, and FP&A to enhance capital insights and governance.