Senior Economic Capital Model Lead — Remote

CSAA Insurance Group; Montana; Remote; USD 178,000 - 237,000; Full time

Benefits offered by this job

Remote-friendly

Flexible workplace

Career growth

Job summary

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C, remote-friendly anywhere in the United States except Hawaii and Alaska. The role focuses on building and evolving internal economic capital models, partnering with ERM, Actuarial, Reinsurance, Investments, and FP&A to drive strategic decisions.

You will reproduce and extend the current ReMetrica model, design stochastic models, evaluate VaR/TVaR, and ensure governance and documentation.

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.
• Strong programming capability in Python, R, or another quantitative language.
• Solid understanding of Monte Carlo simulation, VaR/TVaR, dependency modeling, diversification, and parameter uncertainty.
• Able to communicate sophisticated quantitative concepts to nontechnical business leaders.
• Experience with ReMetrica is a plus.
• Familiarity with capital allocation concepts and RORAC is a plus.

Responsibilities

• Develop deep technical understanding of CSAA's existing ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations and methodologies.
• Design and build stochastic economic capital models integrating underwriting, reserve, catastrophe, investment, credit, reinsurance, and other risks.
• Evaluate VaR, TVaR, tail-risk measurement, diversification, and capital attribution.
• Collaborate with ERM, Actuarial, Investments, Product Management, catastrophe modeling, and FP&A.
• Prepare forward-looking capital projections, stress testing, and strategic planning.
• Establish governance, documentation, version control, and production-ready processes.

Job description

CSAA Insurance Group is seeking a Capital Modeling Lead for P&C, remote-friendly anywhere in the United States except Hawaii and Alaska. The role focuses on building and evolving internal economic capital models, partnering with ERM, Actuarial, Reinsurance, Investments, and FP&A to drive strategic decisions.

You will reproduce and extend the current ReMetrica model, design stochastic models, evaluate VaR/TVaR, and ensure governance and documentation.