Senior Capital Modeling Leader, P&C Insurance — Remote

CSAA Insurance Group; Nashville (TN); Remote; USD 178,000 - 237,000; Full time

Job summary

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead to develop internal economic capital modeling and analytics. You will partner with risk, actuarial, reins, investments, and FP&A to expand capital analytics and potentially lead an internal model.

The role requires 10+ years in P&C economic capital modeling, strong programming in Python or R, and the ability to communicate complex ideas to nontechnical leaders. Remote-first, US-based except HI/AK.

Qualifications

• Bachelor’s degree in a related field or equivalent combination of education and experience.
• 10+ years of related experience in P&C insurance economic capital modeling, enterprise risk modeling, or closely related quantitative insurance modeling.
• Proven ability to design or build stochastic insurance models, not just operate existing ones.
• Strong programming capability in Python, R, or another quantitative language.
• Experience incorporating catastrophe-model output into economic capital or other stochastic insurance models.

Responsibilities

• Develop deep technical understanding of CSAA's existing ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance existing model calculations and methodologies.
• 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, diversification, and capital attribution.
• Analyze dependency structures and correlations across insurance risks, business lines, geographies, catastrophe perils, and investment risks.
• Perform sensitivity, scenario, stress, and parameter uncertainty analyses.
• Assess model stability and uncertainty in extreme-tail estimates.
• Develop approaches for marginal and incremental capital analysis.

Skills

Python

R

Monte Carlo

VaR/TVaR

ReMetrica

Git/version control

Education

Bachelor's degree or equivalent

Tools

ReMetrica

Git

Job description

CSAA Insurance Group (CSAA IG), a AAA insurer, is seeking a Capital Modeling Lead to develop internal economic capital modeling and analytics. You will partner with risk, actuarial, reins, investments, and FP&A to expand capital analytics and potentially lead an internal model.

The role requires 10+ years in P&C economic capital modeling, strong programming in Python or R, and the ability to communicate complex ideas to nontechnical leaders. Remote-first, US-based except HI/AK.