OverviewAmtrust is looking for a capital modeler in our capital management team. Economic capital is of growing importance as the company grows and seeks to optimize its business strategy and risk management. This role focuses on the development and use of the economic capital model. Responsibilities Perform data preparation and analysis in insurance risk parameterization and capital allocation. Develop, test and maintain capital model in Remetrica. Perform ad hoc analysis to better understand the impact of different modeling assumptions. Perform quantitative analysis of the model outputs. Aid in asset liability management (ALM) analysis and reporting. Communicate with internal and external parties regarding capital requirement, risk analysis, and portfolio optimization.
Bachelors Degree or greater in Mathematics, Statistics, Actuarial Science, Econometrics or other related fields. Master degree is a plus. Proficiency in Remetrica in a plus. ACAS, or actively working towards CAS designation is a plus Advanced programing skill in R, Python or other similar languages. Strong background in Statistics and excellent analytic skills. Familiar with Property-Casualty insurance products and risk types Ability to meet tight deadlines and prioritize own work. Excellent oral and written communication skills. Professional behavior with high level of integrity. #LI-DB1
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.