Senior Economic Capital Modeler – P&C (Remote)

CSAA; Massachusetts; Teletrabalho; USD 178 000 - 237 000; Tempo integral

Resumo da oferta

CSAA Insurance Group is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities and lead analytics across underwriting, reserves, catastrophe, and investments. You will collaborate with Enterprise Risk Management, Actuarial, Reinsurance, and FP&A to translate capital results into business insights.

You will design, implement, and govern stochastic models, challenge methodologies, and contribute to capital planning, risk monitoring, and strategic decisions in a

Qualificações

• Bachelor's degree or equivalent in a related field.
• 10+ years in P&C economic capital modeling or related quantitative insurance modeling.
• Proven ability to design or build stochastic models, not just operate existing ones.
• Strong programming capability in Python or R.
• Ability to communicate sophisticated quantitative concepts to nontechnical business leaders.

Responsabilidades

• Develop deep technical understanding of CSAA's ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations and methodologies.
• Design and build stochastic models integrating underwriting, reserve, catastrophe, investment, credit, and other risks.
• Evaluate VaR, TVaR, tail-risk, diversification, and capital attribution methods.
• Analyze dependencies and correlations across risks, lines, geographies, and markets.
• Perform sensitivity, scenario, stress, and parameter-uncertainty analyses.
• Develop approaches for marginal and incremental capital analysis.
• Partner with Reinsurance, Investments, Product Management, catastrophe modeling, and FP&A.

Conhecimentos

Python

R

Monte Carlo

Risk modeling

Communication

Formação académica

Bachelor's degree

Ferramentas

ReMetrica

Git

Excel

Descrição da oferta de emprego

CSAA Insurance Group is hiring a Capital Modeling Lead to develop internal economic capital modeling capabilities and lead analytics across underwriting, reserves, catastrophe, and investments. You will collaborate with Enterprise Risk Management, Actuarial, Reinsurance, and FP&A to translate capital results into business insights.

You will design, implement, and govern stochastic models, challenge methodologies, and contribute to capital planning, risk monitoring, and strategic decisions in a