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Role Summary

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HIGHLIGHTS

Senior Risk Modeling Manager at a private mortgage insurer (Raleigh, NC) focused on model development, capital and credit risk analysis within Enact Re. You will build and validate stochastic and predictive models, perform stress and scenario analysis, and support capital management and regulatory reporting. This senior manager role reports to the Chief Risk Officer and works on hybrid schedule (Tues/Wed/Thurs in office).

JOB DESCRIPTION SUMMARY

  • Lead development and validation of quantitative risk models for mortgage/credit exposures
  • Perform stochastic modeling, scenario analysis, and stress testing for capital guidance
  • Present model results to technical and non-technical stakeholders including Board-level reports
  • Hybrid role – shared in-office days Tues/Wed/Thurs in Raleigh, NC
  • Requires 7+ years quantitative experience and strong communication skills

DOMAIN EXPERTISE

  • Building risk models from performance data
  • Stochastic modeling concepts and application
  • Capital modeling and financial cashflow analysis
  • Economic, regulatory, and rating agency capital frameworks
  • Developing, testing, and documenting quantitative risk frameworks

KEY REQUIREMENTS

  • Bachelor’s degree in actuarial science, statistics, or related field (required)
  • 7+ years of quantitative experience building risk models
  • Knowledge and application of stochastic modeling concepts
  • Experience with capital modeling, cash flows, and regulatory/rating agency frameworks
  • Strong communication and ability to own projects end-to-end

TECH STACK

  • Excel
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Role Summary

Loading...

HIGHLIGHTS

Senior Risk Modeling Manager at a private mortgage insurer (Raleigh, NC) focused on model development, capital and credit risk analysis within Enact Re. You will build and validate stochastic and predictive models, perform stress and scenario analysis, and support capital management and regulatory reporting. This senior manager role reports to the Chief Risk Officer and works on hybrid schedule (Tues/Wed/Thurs in office).

JOB DESCRIPTION SUMMARY

  • Lead development and validation of quantitative risk models for mortgage/credit exposures
  • Perform stochastic modeling, scenario analysis, and stress testing for capital guidance
  • Present model results to technical and non-technical stakeholders including Board-level reports
  • Hybrid role – shared in-office days Tues/Wed/Thurs in Raleigh, NC
  • Requires 7+ years quantitative experience and strong communication skills

DOMAIN EXPERTISE

  • Building risk models from performance data
  • Stochastic modeling concepts and application
  • Capital modeling and financial cashflow analysis
  • Economic, regulatory, and rating agency capital frameworks
  • Developing, testing, and documenting quantitative risk frameworks

KEY REQUIREMENTS

  • Bachelor’s degree in actuarial science, statistics, or related field (required)
  • 7+ years of quantitative experience building risk models
  • Knowledge and application of stochastic modeling concepts
  • Experience with capital modeling, cash flows, and regulatory/rating agency frameworks
  • Strong communication and ability to own projects end-to-end

TECH STACK

  • Excel

Job Overview

Salary
Salary not specified
Years of Experience
7+ Years
Work Type
Permanent
Full Time

Ideal Candidate Profile

Ideal for a senior manager-level quantitative risk modeler with 7+ years' experience in mortgage/structured credit or insurance, strong capital and stochastic modeling skills, and hands-on SQL/Python expertise who can present to senior leaders and own complex projects.

Benefits

Hybrid WorkGenerous VacationVolunteering ProgramTuition ReimbursementPaid Parental Leave401(k) PlanWellness ProgramGym Membership/Wellness Stipend
Shortlist Forming
Closing Soon
41d
41 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
Salary not specified
Years of Experience
7+ Years
Work Type
Permanent
Full Time

Ideal Candidate Profile

Ideal for a senior manager-level quantitative risk modeler with 7+ years' experience in mortgage/structured credit or insurance, strong capital and stochastic modeling skills, and hands-on SQL/Python expertise who can present to senior leaders and own complex projects.

Benefits

Hybrid WorkGenerous VacationVolunteering ProgramTuition ReimbursementPaid Parental Leave401(k) PlanWellness ProgramGym Membership/Wellness Stipend
Shortlist Forming
Closing Soon
41d
41 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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