Senior Capital Modeling Lead - Remote (P&C)

CSAA Insurance Group; Salem (NH); Teletrabalho; USD 178 000 - 237 000; Tempo integral

Resumo da oferta

CSAA Insurance Group seeks a Capital Modeling Lead (Remote) to develop internal economic capital modeling and analytics. The role collaborates across Risk, Actuarial, Investments, Product, and FP&A to expand capital analytics for strategic decisions.

The position requires 10+ years in P&C capital modeling, strong programming in Python or R, and experience with ReMetrica. Remote work is nationwide with Hawaii and Alaska excluded.

Qualificações

• 10+ years in P&C economic capital modeling or enterprise risk modeling.
• Ability to design/build stochastic models rather than only operate them.
• Strong programming in Python or R and data handling skills.
• Experience with ReMetrica and risk aggregation is a plus.

Responsabilidades

• Develop deep understanding of CSAA's internal economic capital model and tools.
• Reproduce, challenge, and improve model calculations and methodologies.
• Design stochastic capital models integrating underwriting, reserves, catastrophe, investments, and credit risks.
• Collaborate with risk, actuary, investments, FP&A, and product teams to inform decisions.
• Provide independent technical challenge and support model governance.

Conhecimentos

Monte Carlo simulation

VaR

TVaR

Dependency modeling

Capital attribution

Python

R

Data analysis

Communication to leaders

P&C underwriting

Formação académica

Bachelor's degree in related field

FCAS, ACAS, CFA, FRM or other quantitative credential

Ferramentas

ReMetrica

Python

R

Git/version control

Descrição da oferta de emprego

CSAA Insurance Group seeks a Capital Modeling Lead (Remote) to develop internal economic capital modeling and analytics. The role collaborates across Risk, Actuarial, Investments, Product, and FP&A to expand capital analytics for strategic decisions.

The position requires 10+ years in P&C capital modeling, strong programming in Python or R, and experience with ReMetrica. Remote work is nationwide with Hawaii and Alaska excluded.