Senior Capital Modeling Lead – Remote

CSAA Insurance Group; Town of King (WI); Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

Annual bonus eligibility

401(k) with company match

Remote-first culture

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead to develop internal economic capital models and expand analytics capabilities. You will collaborate with ERM, Actuarial, Reinsurance, Investments, Product Management, and FP&A to improve capital decisions and strategy.

The role emphasizes building robust models from the ground up, challenging methodologies, and communicating insights to leadership. Remote-friendly within the United States, with a focus on enterprise-wide capital analytics.

Qualifications

• Bachelor’s degree or equivalent in a related field.
• 10+ years of experience in P&C insurance economic capital modeling or related quantitative modeling.
• Ability to design or build stochastic models beyond operating existing ones.
• Strong knowledge of Monte Carlo simulation, VaR/TVaR, dependency modeling, diversification, and capital attribution.
• Experience with catastrophe modeling, reinsurance, investments, and risk integration.
• Ability to communicate complex quantitative concepts to nontechnical stakeholders.

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 core risk areas.
• Evaluate alternative capital measurement approaches (VaR, TVaR, tail risk).
• Partner with Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A to inform decision making.
• Provide independent challenge and collaborate with external consultants on model development.

Skills

Python

R

Quantitative analysis

Communication

Education

Bachelor’s degree in a related field

Tools

ReMetrica

Git

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead to develop internal economic capital models and expand analytics capabilities. You will collaborate with ERM, Actuarial, Reinsurance, Investments, Product Management, and FP&A to improve capital decisions and strategy.

The role emphasizes building robust models from the ground up, challenging methodologies, and communicating insights to leadership. Remote-friendly within the United States, with a focus on enterprise-wide capital analytics.