Quantitative Risk Modeling Lead

Job Summary

Leading the development and implementation of advanced quantitative models, the full-time Quantitative Risk Modeling Lead will leverage actuarial expertise to enhance underwriting practices for credit insurance transactions in a remote setting.

Key Responsibilities

• Lead the application of actuarial and quantitative methods to credit insurance underwriting
• Translate traditional insurance frameworks into structured credit underwriting practices
• Develop and enhance complex quantitative models for credit risk and in-market products

Required Qualifications

• Bachelor's degree required; actuarial credentials (ASA, FSA) or advanced quantitative degree strongly preferred
• 10+ years of experience in quantitative underwriting roles, with a focus on actuarial and insurance analytics
• Deep familiarity with insurance company balance sheets, reserving protocols, and NAIC implications
• Strong technical proficiency in programming/statistical tools (SQL, R, Python, SAS, etc.)
• Demonstrated expertise in actuarial/statistical techniques applied to financial or credit markets