Sr Decision Science Analyst, Capital & CAT Modeling

About the role

This position involves developing and managing mathematical risk limits for our insurance offerings. You will work at the intersection of catastrophe modeling, capital modeling, and portfolio strategy, ensuring each policy aligns with capital needs and long-term growth goals. Your work will involve detailed analysis, creating practical solutions, and transforming data-driven insights into clear, actionable business decisions.

Key facts

What you'll do

• Develop and manage the capital modeling framework, utilizing catastrophe model outputs to support portfolio management, growth planning, and strategic decision-making.
• Create and maintain the analytical tools and data structures essential for catastrophe, capital, and portfolio modeling.
• Assess the impact of individual policies and portfolio shifts on capital requirements, probable maximum losses (PMLs), tail risk, and projected returns.
• Collaborate with insurance, finance, and underwriting departments to evaluate how reinsurance arrangements, retentions, and coverage limits influence portfolio risk and capital efficiency.
• Communicate findings from capital and catastrophe models, providing clear recommendations to guide growth and risk-related decisions.
• Approach challenges with curiosity and sound judgment, questioning assumptions and contributing to a team that values learning and shared responsibility.

Requirements

• A minimum of 4 years of experience in catastrophe modeling, capital modeling, or quantitative risk analysis within the property and casualty insurance or reinsurance sectors.
• A strong understanding of statistics and probability, particularly concerning extreme events and heavy-tailed distributions.
• Proficiency in programming languages like R or Python, and experience with database query tools such as SQL.
• A Bachelor's degree in Data Science, Economics, Mathematics, Statistics, Actuarial Science, or a related discipline.
• The ability to work effectively in a remote setting.
• A genuine interest in learning and adapting to advancements in artificial intelligence.

Nice to have

• Familiarity with reinsurance structures and their effect on portfolio risk and capital.

Skills & tools

• R or Python
• SQL

Practical notes

• Visa sponsorship is not available for this role.
• Applicants from Alaska, California, Colorado, Montana, Hawaii, New Mexico, and Puerto Rico cannot be considered.
• Total rewards include comprehensive health and wellness coverage, equity, a 401(k) with employer match, 20 paid vacation days, and parental leave.