Quantitative Risk Modeling Lead

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🕒 Junho 4

🇺🇸 Estados Unidos – Remoto (EUA)

💵 $320.000 - $400.000 / ano

⏰ Tempo Integral

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Ryan Specialty

SiteLinkedInTodas as Vagas

1001 - 5000 funcionários

Fundada em 2010

💸 Finanças

🤝 B2B

Insurance • Finance • B2B

A Ryan Specialty é uma empresa internacional de seguros especializados que oferece soluções inovadoras para corretores, agentes e seguradoras. A empresa oferece uma gama de serviços, incluindo corretagem no atacado, autoridade para vinculação e gestão de subscrição por meio de subscritores gerais altamente especializados. A Ryan Specialty é líder na indústria de corretagem no atacado, proporcionando expertise com conhecimento local e autoridade nacional. A empresa está comprometida em oferecer programas nacionais distintos e soluções alternativas de risco sob medida, apoiando seus clientes com serviços abrangentes de seguros.

Descrição

• Lead the application of actuarial and quantitative methods to the underwriting of credit insurance transactions. • Translate traditional insurance frameworks (reserving, NAIC capital considerations, risk-based capital) into structured credit underwriting practices. • Lead the development and maintenance of stochastic risk models covering credit, real estate, and equity type assets that can be applied to individual transactions as well as overall portfolio. • Lead the development of models that use inputs from stochastic asset models and super impose asset and product structures such as the presence of subordinated tranches, LTV triggers etc to calculate insurance premiums and losses. • Lead overall analysis efforts to derive and set assumptions and model calibration targets for credit risks; this will include identification of appropriate data, analysis of the data using AI/ML tools, building and refining models using regression analysis and ML tools, and oversee implementation and production. • Responsible for model risk management for models built and maintained. • Evaluate insurance company balance sheets, reserving practices, and capital adequacy in counterparty assessments. • Develop and refine internal risk frameworks, actuarial methodologies, and reserving protocols for credit insurance. • Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements. • Provide thought leadership in the use of statistical modeling, stress testing, and portfolio-level analytics. • Collaborate with underwriters, senior management, and insurance partners to ensure alignment of actuarial standards with credit risk methodologies. • Lead ad-hoc analytics projects to address specific business needs and challenges. • Perform additional duties as assigned, contributing to the overall success of the risk modeling team.

🎯 Requisitos

• Bachelor’s degree required; actuarial credentials (ASA, FSA) or advanced quantitative degree strongly preferred. • 10+ years of experience in quantitative underwriting roles, actuarial and insurance analytics a plus. • Deep familiarity with insurance company balance sheets, reserving protocols, and NAIC implications. • Demonstrated expertise in actuarial/statistical techniques, and stochastic modeling and their application to financial or credit markets. • Strong technical proficiency in Excel; programming/statistical tools (SQL, R, Python, SAS, etc.) a plus. • Excellent analytical and problem-solving skills, with the ability to create frameworks from the ground up. • Strong communication and leadership skills, capable of working across actuarial, underwriting, and credit teams. • Driven self-starter and capable of working independently. • Handles pressure well and capable of managing multiple tasks and projects simultaneously.

🏖️ Benefícios

• Paid time off for company holidays • Vacation days • Sick and personal days • Paid parental leave • Mental health services and more