Director - Capital Modeling
The Director, Capital Modeling will be responsible for the overall management of all capital analytical model development, quantitative analysis tool development and statistical analysis. The responsibility includes the management of the team working in this area and the development and maintenance of models and quantitative tools as well as the statistical validation of the rating methodology.
- Contribute to and manage the development of models used in the analysis process (capital, liquidity, forecasting, loss reserve, etc.)
- Maintain documentation and version control of the models
- Manage and develop the team members
- Ensure the validity of the models and methodology
- Make presentation on the models and tools
- Bachelor's Degreerequired, Master's preferred
- 10 + years of capital modeling experience
- Management experience
- Siginificant experience using VBA, ESG models, Matlab, R, Python
- Track record of managing projects
- Associate or Fellow of the CAS or SoA, a CFA or a FRM, a plus
- Strong knowledge of capital modeling and simulation techniques
- Strong knowledge of insurance and non-insurance risk.
- Strong knowledge of investment risk.