Quantitative Enterprise Risk Manager
Commercial PropertyGeneral LiabilityMarineCyberCapital Modelling & Economic CapitalRisk Management, ERM & ORSAReserving & Valuation
Role Summary
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Manager-level P&C enterprise risk role in New York focusing on capital modeling, solvency assessment and stress testing. You will own the internal capital model (Igloo) and support ORSA, reinsurance evaluation and reserve variability analysis. Ideal for candidates with 5+ years in insurance capital or actuarial risk roles and strong quantitative skills.
JOB DESCRIPTION SUMMARY
- Lead capital modeling and maintain internal Igloo model across P&C product lines
- Design and run stress tests and ORSA scenarios for enterprise solvency analysis
- Evaluate reinsurance structures and reserve variability/tail risk
- Use Excel; R, Python, or SQL knowledge is a plus
- Based in New York; manager-level role requiring 5+ years' experience
DOMAIN EXPERTISE
- capital modeling for insurance
- Igloo (or Tyche/ReMetrica) capital modelling
- ORSA and regulatory stress testing
- reinsurance structure evaluation
- reserve variability and tail risk analysis
KEY REQUIREMENTS
- 5+ years of experience in capital modeling, insurance financial risk, or actuarial risk
- Proficiency with Igloo or similar capital modelling tools (e.g., Tyche, ReMetrica)
- Experience with regulatory stress testing and ORSA (AM Best, NAIC RBC, Solvency II)
- Bachelor's degree in actuarial science, math, statistics, finance, or related field
- Strong Excel skills and ability to produce senior-level risk reports
TECH STACK
- Excel
