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Role Summary

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HIGHLIGHTS

Senior model risk management role based in New York within Chubb's Global Enterprise Risk Management team. Lead model governance, validation, monitoring and reporting for capital models, and manage an India-based technical validation team. Responsible for policy, model inventory, stress testing/backtesting and reporting to senior management and the Board.

JOB DESCRIPTION SUMMARY

  • Lead model governance and administration of the Model Risk Committee
  • Oversee validation, monitoring, stress testing and backtesting of capital models
  • Maintain model inventory, risk tiering, attestation and KRIs
  • Manage an India-based team of technical model validators
  • Based in New York; occasional international travel required

DOMAIN EXPERTISE

  • capital model development, deployment, and monitoring within insurance
  • model validation and performance assessment including stress testing and backtesting
  • model governance, inventory management, risk tiering and attestation

KEY REQUIREMENTS

  • Minimum 5 years in capital model development, deployment and monitoring in insurance
  • Bachelor's in actuarial science, statistics, mathematics, or related field
  • Proficiency with SAS, SQL, Excel VBA, Power BI, R or Python and large datasets
  • Experience designing model validation, monitoring, stress testing and backtesting
  • Proven ability to lead technical teams and manage governance processes

TECH STACK

  • Excel
  • Power_BI
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Role Summary

Loading...

HIGHLIGHTS

Senior model risk management role based in New York within Chubb's Global Enterprise Risk Management team. Lead model governance, validation, monitoring and reporting for capital models, and manage an India-based technical validation team. Responsible for policy, model inventory, stress testing/backtesting and reporting to senior management and the Board.

JOB DESCRIPTION SUMMARY

  • Lead model governance and administration of the Model Risk Committee
  • Oversee validation, monitoring, stress testing and backtesting of capital models
  • Maintain model inventory, risk tiering, attestation and KRIs
  • Manage an India-based team of technical model validators
  • Based in New York; occasional international travel required

DOMAIN EXPERTISE

  • capital model development, deployment, and monitoring within insurance
  • model validation and performance assessment including stress testing and backtesting
  • model governance, inventory management, risk tiering and attestation

KEY REQUIREMENTS

  • Minimum 5 years in capital model development, deployment and monitoring in insurance
  • Bachelor's in actuarial science, statistics, mathematics, or related field
  • Proficiency with SAS, SQL, Excel VBA, Power BI, R or Python and large datasets
  • Experience designing model validation, monitoring, stress testing and backtesting
  • Proven ability to lead technical teams and manage governance processes

TECH STACK

  • Excel
  • Power_BI

Job Overview

Salary
$133k - $227k
Years of Experience
5+ Years
Work Type
Permanent
Full Time

Ideal Candidate Profile

Ideal for a Director/AVP-level model risk leader with 5+ years in insurance capital model development and validation, strong SAS/SQL/Python skills, and ACAS/FCAS preferred.

Benefits

Annual Bonus
Shortlist Forming
Closing Soon
45d
45 days ago

Strategy: Speed over Perfection

By Day 21, visibility drops significantly. Recruiters are focusing on existing candidates.

"Don't wait for a cover letter. The requisition could close tomorrow. Apply now."

Job Overview

Salary
$133k - $227k
Years of Experience
5+ Years
Work Type
Permanent
Full Time

Ideal Candidate Profile

Ideal for a Director/AVP-level model risk leader with 5+ years in insurance capital model development and validation, strong SAS/SQL/Python skills, and ACAS/FCAS preferred.

Benefits

Annual Bonus
Shortlist Forming
Closing Soon
45d
45 days ago

Strategy: Speed over Perfection

By Day 21, visibility drops significantly. Recruiters are focusing on existing candidates.

"Don't wait for a cover letter. The requisition could close tomorrow. Apply now."

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