Capital Modeling Lead, P&C Insurance

Job not on LinkedIn

🔥 2 minutes ago

🏈 Alabama, Arizona, +41 more states – Remote

🏈 Alabama – Remote 🌵 Arizona – Remote 🏄 California – Remote ⛰️ Colorado – Remote 🦌 Connecticut – Remote 🏛️ District of Columbia – Remote 🐊 Florida – Remote 🥔 Idaho – Remote 🌽 Illinois – Remote 🌾 Iowa – Remote 🌪️ Kansas – Remote 🐎 Kentucky – Remote ⚜️ Louisiana – Remote 🦞 Maine – Remote 🦬 Montana – Remote 🌾 Nebraska – Remote 🎰 Nevada – Remote 🗻 New Hampshire – Remote 🏖️ New Jersey – Remote 🌶️ New Mexico – Remote 🗽 New York – Remote 🌲 North Carolina – Remote 🏈 Ohio – Remote 🌪️ Oklahoma – Remote 🌲 Oregon – Remote 🦀 Maryland – Remote 🍂 Massachusetts – Remote 🚗 Michigan – Remote ❄️ Minnesota – Remote 🎸 Mississippi – Remote 🏰 Missouri – Remote 🔔 Pennsylvania – Remote ⚓ Rhode Island – Remote 🌴 South Carolina – Remote 🗿 South Dakota – Remote 🎸 Tennessee – Remote 🤠 Texas – Remote ⛷️ Utah – Remote 🍁 Vermont – Remote ⚔️ Virginia – Remote ☕ Washington – Remote ⛰️ West Virginia – Remote 🧀 Wisconsin – Remote

💵 $177.5k - $236.7k / year

⏰ Full Time

🟠 Senior

🔒 Insurance

🦅 H1B Visa Sponsor

This company has sponsored H1B visas in the past.

👻 Ghost score 0%

What it means: how likely this posting is sitting open without active hiring.How to read it: 60% or higher means we think this is a ghost. Lower scores are less of a worry.How we score it: age, reposts, open roles vs team size, how fast jobs close, and whether pay is listed.Fine print: an estimate from public data, not a judgment of the company. Real jobs can score high, so treat it as a hint, not a fact.

Apply Now

Find Similar Remote Jobs

Set Up Email Alert For New Jobs

📊 Check your resume score for this job

Improve your chances of getting an interview by checking your resume score before you apply.

Upload Resume

AAA

WebsiteLinkedInAll Job Openings

5001 - 10000 employees

Founded 1902

🚘 Automotive

🛡️ Insurance

📦 Logistics

Automotive • Insurance • Logistics

AAA is a federation of affiliated automobile clubs, offering various travel-related services and products primarily for its members. It provides emergency roadside assistance, travel planning tools, and member discounts both domestically and internationally. Each club operates independently within its own geographical area, serving its local members while adhering to AAA's overarching standards. AAA also sells travel products like maps and guides, offering resources to assist with international travel. The organization facilitates a network where membership benefits, such as global discounts and emergency services, are extended to international members traveling in the United States and vice versa.

📋 Description

• Develop CSAA Insurance Group's internal economic capital modeling and analytics capabilities • Understand, reproduce, challenge, modify, and independently build economic capital models using the existing ReMetrica-based model • Design and build stochastic models integrating underwriting, reserve, catastrophe, investment, credit, reinsurance, and other material risks • Evaluate VaR, TVaR, tail-risk measurement, diversification, capital attribution, dependency structures, and correlations • Perform sensitivity, scenario, stress, and parameter uncertainty analyses • Develop marginal, incremental, diversified, and enterprise capital allocation methodologies • Partner with Reinsurance, Investments, Product Management, catastrophe modeling, Actuarial, FP&A, and Enterprise Risk Management teams • Evaluate capital relief, reinsurance structures, asset allocation, growth, geographic concentration, underwriting strategies, catastrophe exposure, and portfolio changes • Support capital projections, stress testing, strategic planning, risk-adjusted profitability, and return on risk-adjusted capital analysis • Build reproducible and controlled modeling processes with automated validation, testing, reconciliation, version control, and change control • Document methodology, assumptions, architecture, limitations, and model changes • Provide independent technical challenge and support model validation, ORSA, rating agency, regulatory, and management discussions • Clearly distinguish experimental/internal analyses from official capital-model results

🎯 Requirements

• Bachelor’s degree in a related field or equivalent combination of education and experience • 10+ years of related experience, including considerable 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 • Strong understanding of Monte Carlo simulation, probability distributions, VaR and TVaR, dependency and correlation modeling, diversification, capital attribution, and parameter/model uncertainty • Solid understanding of P&C underwriting and reserve risk • Experience incorporating catastrophe-model output into economic capital or other stochastic insurance models • Understanding of reinsurance structures and their impact on loss distributions and capital • Working knowledge of investment market and credit risk within an insurer's balance sheet • Strong programming capability in Python, R, or another quantitative language • Ability to work with large datasets and develop repeatable analytical processes • Ability to communicate sophisticated quantitative concepts to nontechnical business leaders • Applicants must have authorization to work indefinitely in the US; CSAA does not provide visa sponsorship • Must be willing to travel as needed for divisional/team meetings and other in-person meetings

🏖️ Benefits

• Annual bonus eligibility through the Annual Incentive Plan (AIP), up to 15% of eligible pay • 401(k) with a company match • Career growth, mentoring, and development opportunities • Remote-first Flexible Workplace and Home-Flex work arrangements • Flexibility to work from various locations, including CSAA offices • Employee resource groups, mentoring, volunteering, and cross-functional projects • Reasonable accommodations for qualified applicants and employees with disabilities