Director, Quantitative Capital Insights
Core
Builds deep understanding of risk profiles to guide capital deployment and trade-off decisions for TBV growth while managing volatility.
Role type
Director, Quantitative Capital Insights (via careerplan.io/jobs/618519401832-director-quantitative-capital-insights-at-libertymutual)
Builds
Enterprise Economic Capital Model, decision-support analytics, capital adequacy metrics, RORAC, forward-looking capital assessments
Domain
P&C insurance / Reinsurance / Enterprise Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Economic capital modeling, ORSA frameworks, rating agency capital models (AM Best, S&P, Moody's), NAIC regulatory standards, capital allocation, reinsurance strategy, team leadership, matrixed environment navigation, quantitative insight distillation
Preferred skills
Advanced degree (Master's or Ph.D.), experience integrating previously separate teams, Python/R/SQL capabilities, Igloo platform experience
Technologies
Excel, Python, R, SQL, Igloo
Responsibilities
Sets strategic direction for the enterprise Economic Capital Model; Directs production of economic capital results and decision-support analytics; Provides decision-support for capital deployment, risk financing, and M&A; Advises senior executives on capital positioning and scenario outcomes; Establishes a common language for capital across the organization; Contributes to and advances the model governance framework; Partners with ERM on enterprise-wide stress testing and scenario analysis; Unites previously separate teams into a cohesive unit; Drives continuous improvement of modeling infrastructure, data quality, and process efficiency
Seniority
Director, strategic leadership & team unification