Senior Risk Analyst or Assistant Director & Associate Actuary
Core
Support Economic Capital parameterization and capital attribution processes across all P&C lines, developing insights on risk, capital consumption, and profitability.
Role type
Senior Risk Analyst / Associate Actuary (Economic Capital & Capital Attribution)
Builds
Economic Capital models, capital attribution methodologies, and risk-adjusted performance metrics
Domain
Insurance (P&C) / Economic Capital / Risk Management
Deliverable
production ML models
Required skills
Economic Capital modeling, capital attribution, risk-adjusted performance metrics, financial modeling, sensitivity testing, large dataset analysis, Excel, R, Python, Igloo modeling software
Preferred skills
Actuarial credentialed status, Igloo modeling software expertise
Responsibilities
Enhance capital measurement methodologies and reporting solutions; Partner with ERM to improve Economic Capital model granularity; Develop and maintain insurance risk parameterizations; Perform sensitivity testing and analytics; Assess impact of model enhancements on capital attribution outcomes; Communicate results to stakeholders; Provide analytical support for ad hoc requests.
Seniority
Senior, hands-on IC