Launch Recite Me assistive technology
Back to job search

Director of Capital Modeling

  • Location:


  • Sector:


  • Job type:


  • Salary:

    Up to US$200000 per annum

  • Contact:

    Cameron Holzman

  • Contact email:

  • Job ref:


  • Published:

    6 Tage her

  • Expiry date:


Director of Capital Modeling

  • Manages development efforts for capital risk modeling and presents to stakeholders, including senior leadership, board members and external partners, on an as needed basis.
  • Serves as subject matter expert in the areas of risk quantification and modeling while working closely with internal and external stakeholders.
  • Ensures compliance with risk modeling procedures and policies.
  • Develops and presents technical models and documentation as needed to ensure proper understanding of data and analysis.
  • Analyzes variances in insurance models, pricing, performance, and working capital models, making suggestions for improvement. Surplus at risk analysis and other actuarial type models.
  • Implements, maintains, and refines a functional capital model to manage CAT risk. Seeks corporate support for proposed CAT allocations and develop a plan to measure corporate and division risk tolerance using this model.
  • Leverages capital modeling software, other tools, and external partnerships to develop a model to measure property exposure for catastrophe perils and relative return periods by building out Occurrence Exceedance Probability (OEP) curves for each of the business units.
  • Proposes the appropriate portion of surplus to be allocated to business units based on capital risk models.
  • Measures and reports the portfolio against risk tolerance statements. If portfolio risk is outside of risk tolerance parameters, makes recommendations for compliance.
  • Designs modeling methods and measurements in a way that can be leveraged corporately.


  • Bachelor's degree from an accredited college or university required, preferably in actuarial science, mathematics, economics, or related fields.
  • 7 + years of property-casualty insurance experience, with focus on valuation, modeling or capital management preferred.
  • Fellowship in the Casualty Actuarial Society (FCAS)or Associateship in the Casualty Actuarial Society (ACAS)

Image 2020 11 03 T18 21 29

The latest OJ Webinar

Are you looking to relocate?