Senior Capital Modeling Lead, P&C — Remote

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

Benefits offered by this job

Annual bonus eligibility

401(k) with employer match

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead to advance internal economic capital modeling and analytics. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, FP&A, and catastrophe teams to expand capital analytics in business decisions.

You may eventually lead an internally operated capital model. The role requires a strong background in P&C insurance, stochastic modeling, and Python/R programming, with a focus on VaR/TVaR and risk attribution.

Qualifications

• 10+ years of related experience in P&C insurance economic capital modeling or related quantitative modeling.
• Proven ability to design or build stochastic models beyond operating existing ones.
• Strong understanding of VaR, TVaR, dependency modeling, diversification, and risk attribution.
• Experience with catastrophe-model outputs in capital modeling is preferred.
• Excellent communication of complex quantitative concepts to nontechnical leaders.

Responsibilities

• Develop internal economic capital models using ReMetrica and other tools.
• Collaborate with Risk, Actuarial, Investments, and FP&A to inform decisions.
• Build reproducible modeling processes with strong controls and documentation.
• Provide independent technical challenge of assumptions and methodologies.
• Support ORSA, rating agency, and regulatory discussions.

Skills

Python

R

Quantitative communication

Data analysis

Large datasets

Monte Carlo methods

Model governance

Git/version control

Education

Bachelor's degree in a related field

Tools

ReMetrica

Python

Git

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead to advance internal economic capital modeling and analytics. You will work with Enterprise Risk Management, Actuarial, Reinsurance, Investments, FP&A, and catastrophe teams to expand capital analytics in business decisions.

You may eventually lead an internally operated capital model. The role requires a strong background in P&C insurance, stochastic modeling, and Python/R programming, with a focus on VaR/TVaR and risk attribution.