Capital Modeling Lead, P&C Insurance

AAA

. Develop CSAA Insurance Group's internal economic capital modeling and analytics capabilities .

Posted 10/8/2026full-timeRemote • United StatesSenior💰 $177,525 - $236,650 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Expertise in economic capital modeling and analytics, with a strong focus on stochastic model design and implementation. Proficient in risk assessment methodologies, including VaR, TVaR, and capital allocation strategies within the P&C insurance sector.

Highest-signal resume keywords

Economic Capital ModelingStochastic Model DesignMonte Carlo SimulationPython ProgrammingP&C Insurance Expertise

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Economic Capital ModelsVaRTVaRSensitivity AnalysisScenario AnalysisCapital AttributionDependency ModelingCatastrophe ModelingData AnalysisQuantitative Modeling

Soft Skills

Communication SkillsCollaborationAnalytical ThinkingProblem Solving

Industry Keywords

P&C InsuranceEnterprise Risk ManagementReinsurance StructuresInvestment RiskRegulatory Compliance

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

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

What you’ll need

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

Comp & perks

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