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
• Develop and maintain stochastic risk models for credit, real estate, and equity assets
• Collaborate with cross-functional teams to align actuarial standards with credit risk methodologies

Required Qualifications

• Bachelor's degree required; actuarial credentials (ASA, FSA) or advanced quantitative degree preferred
• 10+ years of experience in quantitative underwriting roles, with a focus on actuarial and insurance analytics
• Deep familiarity with insurance company balance sheets and reserving protocols
• Expertise in actuarial/statistical techniques and stochastic modeling applicable to financial markets
• Strong technical proficiency in programming/statistical tools such as SQL, R, Python, or SAS