Actuary or Capital Modeler- Commercial Lines at Liberty Mutual Insurance

Salary: $120k - $225k
Experience: 5+ Years

This position is archived. Acturhire has detected that this position is no longer accepting applications.

Role Summary

Role type

Capital and risk strategy modeler

Closer to capital and ERM strategy than a pure modeling-heavy IC role because the models are intended to guide underwriting risk decisions across the business.

Senior P&C capital modeling and risk analytics role with Liberty Mutual’s Global Risk Solutions team in the United States. You’ll develop, parameterize, validate, and communicate commercial-lines underwriting risk models using large datasets, statistical methods, and financial modeling techniques.

Requirements

Must have

Minimum 5-7 years relevant experience
Very strong analytical skills with solid understanding of core casualty actuarial methods, techniques, and standards
Expert in MS Excel and experience coding
Excellent quantitative analysis and modeling skills
Very strong understanding of the risk characteristics of insurance industry
Excellent understanding of basic financial concepts and metrics, including financial statement analysis

Strongly preferred

Bachelor's degree or higher in Mathematics, Actuarial Science, Statistics, Finance, Economics, or similar
8 to 10 years of relevant experience
Significant experience in an analytical capacity (financial analysis, product management, actuarial, underwriting, etc)

Nice to have

Experience with Visual Basic for Applications (VBA) and Capital modeling software, R, and Python
Experience with stochastic financial modeling and forecasting
Experience parameterizing reserve risk and UW risk
Working knowledge of ERM-related regulatory frameworks (Solvency II, NAIC ORSA, ComFrame)

Skills & Domain

ToolsExcel

DomainCasualty actuarial methods and techniquesReserve risk and UW risk parameterizationStochastic financial modeling and forecastingCommercial lines insurance risk characteristicsERM-related regulatory frameworks (Solvency II, NAIC ORSA)

Role Summary

Role type

Capital and risk strategy modeler

Closer to capital and ERM strategy than a pure modeling-heavy IC role because the models are intended to guide underwriting risk decisions across the business.

Requirements

Must have

Minimum 5-7 years relevant experience
Very strong analytical skills with solid understanding of core casualty actuarial methods, techniques, and standards
Expert in MS Excel and experience coding
Excellent quantitative analysis and modeling skills
Very strong understanding of the risk characteristics of insurance industry
Excellent understanding of basic financial concepts and metrics, including financial statement analysis

Strongly preferred

Bachelor's degree or higher in Mathematics, Actuarial Science, Statistics, Finance, Economics, or similar
8 to 10 years of relevant experience
Significant experience in an analytical capacity (financial analysis, product management, actuarial, underwriting, etc)

Nice to have

Experience with Visual Basic for Applications (VBA) and Capital modeling software, R, and Python
Experience with stochastic financial modeling and forecasting
Experience parameterizing reserve risk and UW risk
Working knowledge of ERM-related regulatory frameworks (Solvency II, NAIC ORSA, ComFrame)

Skills & Domain

ToolsExcel

Role Summary

Role type

Requirements

Must have

Strongly preferred

Nice to have

Skills & Domain

Role Summary

Role type

Requirements

Must have

Strongly preferred

Nice to have

Skills & Domain

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