Senior Capital Modeling Lead - Remote (P&C)

CSAA Insurance Group; Bastrop (LA); Remote; USD 178.000 - 237.000; Vollzeit

Zusammenfassung

CSAA Insurance Group (CSAA IG) seeks a Capital Modeling Lead to develop internal economic capital modeling capabilities. You will work with risk, actuarial, investments, product, catastrophe, and FP&A teams to expand capital analytics for strategic decisions.

The role requires designing stochastic models, challenging assumptions, and communicating complex results to senior leadership. Remote work within the United States is supported.

Qualifikationen

• 10+ years in P&C economic capital modeling or related quantitative insurance modeling.
• Ability to design or build stochastic models, not only operate existing ones.
• Strong understanding of Monte Carlo, VaR/TVaR, dependency, diversification and capital attribution.
• Knowledge of reinsurance structures and investment risk within an insurer's balance sheet.
• Excellent communication of complex concepts to nontechnical leaders.

Aufgaben

• Develop and enhance CSAA Insurance Group's internal economic capital model.
• Partner with Risk, Actuarial, Investments, Product, Catastrophe and FP&A teams.
• Provide independent challenge and governance for capital models.
• Translate capital results into actionable business insights for decision makers.

Kenntnisse

Python

Monte Carlo

VaR/TVaR

Stochastic modeling

Data analysis

Communication

Ausbildung

Bachelor’s degree in related field

Graduate degree in quantitative field

Tools

ReMetrica

Git/version control

Jobbeschreibung

CSAA Insurance Group (CSAA IG) seeks a Capital Modeling Lead to develop internal economic capital modeling capabilities. You will work with risk, actuarial, investments, product, catastrophe, and FP&A teams to expand capital analytics for strategic decisions.

The role requires designing stochastic models, challenging assumptions, and communicating complex results to senior leadership. Remote work within the United States is supported.