Senior Capital Modeling Lead (Remote)

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

Benefits offered by this job

Annual bonus eligibility

Remote-first culture

Flexible workplace

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C Insurance to work remotely across the United States. You will lead internal economic capital modeling, build and challenge models, and partner with risk management, actuary, investments, and FP&A to inform strategic decisions.

The role requires 10+ years in P&C economic capital modeling, strong Monte Carlo, VaR/TVaR, and programming skills in Python or R. ReMetrica experience is a plus.

Qualifications

• 10+ years of related experience in P&C economic capital modeling.
• Strong understanding of Monte Carlo simulation, VaR and TVaR, dependency modeling and capital attribution.

Responsibilities

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance existing model calculations.
• 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 and capital attribution.
• Analyze dependencies across risks, geographies, and investment exposures.
• Perform sensitivity, scenario, stress, and parameter uncertainty analyses.
• Support ORSA, rating agency, and regulatory discussions related to economic capital.

Skills

Monte Carlo simulation

VaR/TVaR concepts

Model governance

Communication to non-technical leaders

Education

Bachelor's degree

Tools

Python

R

ReMetrica

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C Insurance to work remotely across the United States. You will lead internal economic capital modeling, build and challenge models, and partner with risk management, actuary, investments, and FP&A to inform strategic decisions.

The role requires 10+ years in P&C economic capital modeling, strong Monte Carlo, VaR/TVaR, and programming skills in Python or R. ReMetrica experience is a plus.