Actuary or Underwriting Risk Modeler- Commercial Lines
Core
Build and maintain underwriting risk models and parameterize UW risk excluding natural catastrophe risk for commercial lines.
Role type
Senior IC underwriting risk modeler (commercial lines) (via careerplan.io/jobs/618519533852-actuary-or-underwriting-risk-modeler-commercial-lines-at-libertymutual)
Builds
UW risk models and output exhibits
Domain
Insurance (Commercial Lines)
Deliverable
production ML models
Required skills
casualty actuarial methods, statistical modeling, stochastic financial modeling, financial statement analysis, ERM regulatory frameworks (Solvency II, NAIC ORSA, ComFrame)
Preferred skills
VBA, R, Python, Capital modeling software, reserve risk parameterization, advanced degree (MBA), professional risk management qualification
Technologies
MS Excel, VBA, R, Python
Responsibilities
Parameterize UW Risk excluding natural catastrophe risk, Build and maintain UW risk models and output exhibits, Develop new solutions and improvements for statistical models and processes, Validate model parameterization and model function, Communicate processes and parameterization results to stakeholders
Seniority
Senior, hands-on IC