Senior Capital Modeling Lead – Remote (P&C)

CSAA Insurance Group; Pennsylvania; À distance; USD 178 000 - 237 000; Plein temps

Résumé du poste

CSAA Insurance Group is seeking a Capital Modeling Lead (Remote) to drive internal economic capital modeling and analytics for P&C insurance. The role partners with ERM, Actuarial, Investments, and FP&A to expand capital insights and support strategic decisions.

You will build reproducible models, challenge assumptions, and integrate catastrophe, reserve, and investment risks. This role requires senior quantitative skills and effective communication with nontechnical leaders.

Qualifications

• Bachelor’s degree in a related field or equivalent experience.
• 10+ years of experience in P&C insurance economic capital modeling or related quantitative modeling.
• Proven ability to design or build stochastic models, not just operate existing models.
• Strong knowledge of Monte Carlo simulation, VaR/TVaR, diversification, and capital attribution.
• Experience incorporating catastrophe-model output into capital models and understanding reinsurance.
• Proficiency in Python or R and handling large datasets.
• Ability to translate complex quantitative concepts for nontechnical leaders.

Responsabilités

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations.
• Design and build stochastic models integrating underwriting, reserve, catastrophe, investment, and other risks.
• Collaborate with ERM, Actuarial, Investments, FP&A to expand capital analytics.
• Provide independent technical challenge and work with external consultants.
• Support ORSA, rating agency, and regulatory discussions with clear documentation.

Connaissances

Python

R

Monte Carlo simulation

Git/version control

Formation

Bachelor's degree in related field

Outils

ReMetrica

Python

R

Verisk/AIR

Description du poste

CSAA Insurance Group is seeking a Capital Modeling Lead (Remote) to drive internal economic capital modeling and analytics for P&C insurance. The role partners with ERM, Actuarial, Investments, and FP&A to expand capital insights and support strategic decisions.

You will build reproducible models, challenge assumptions, and integrate catastrophe, reserve, and investment risks. This role requires senior quantitative skills and effective communication with nontechnical leaders.