Quantitative Risk Modeling Lead
Core
Lead the development and implementation of advanced quantitative models to shape the underwriting framework of complex credit insurance transactions.
Role type
Senior IC quantitative risk modeling lead (actuarial/credit)
Builds
Stochastic risk models for credit, real estate, and equity assets; insurance premiums and loss calculations
Domain
Insurance / Credit Markets / Actuarial Science
Deliverable
production ML models
Required skills
Stochastic modeling, Actuarial/statistical techniques, Regression analysis, Machine learning tools, Data analysis, Model risk management, Portfolio-level analytics, NAIC capital implications, Reserving protocols
Preferred skills
Actuarial credentials (ASA, FSA), Advanced quantitative degree, SQL, R, Python, SAS
Technologies
SQL, R, Python, SAS, Excel
Responsibilities
Lead application of actuarial and quantitative methods to underwriting; Translate traditional insurance frameworks into structured credit underwriting; Lead development of stochastic risk models; Lead analysis efforts to derive assumptions and model calibration; Manage model risk management; Evaluate counterparty balance sheets and capital adequacy; Develop internal risk frameworks and reserving protocols; Drive research initiatives for new modeling methodologies; Provide thought leadership in statistical modeling and stress testing; Collaborate with underwriters and senior management; Lead ad-hoc analytics projects.
Seniority
Senior, hands-on IC with leadership responsibilities