Member of Technical Staff, Pricing & Risk
Core
Develop frameworks to price and manage frontier risks from AI and autonomous systems, challenging research models to create bindable prices and stress scenarios.
Role type
Senior IC actuarial pricing specialist (AI risk)
Builds
Pricing models, stress scenarios, and portfolio risk limits for generative AI liability insurance
Domain
Insurance / Actuarial Science / Artificial Intelligence Risk
Deliverable
production ML models | product features
Required skills
Actuarial training, insurance pricing, portfolio management, specialty insurance, reinsurance, frequency and severity modeling, dependency and correlation analysis, tail risk modeling, accumulation and concentration risk management, disaster scenario development, portfolio-level loss modeling
Preferred skills
Coding for quantitative analysis, model prototyping, experience with emerging risks and limited historical data
Responsibilities
Review and validate frequency and severity models to determine slip prices, build pricing models for new risk classes with limited data, develop disaster scenarios and stress tests for novel risks, model accumulation and tail risk across the portfolio, manage portfolio caps and exposure limits, stress test pricing assumptions against model uncertainty
Seniority
Senior, hands-on IC