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P&C Actuary & Portfolio Risk Manager

Weekday
Remote, USA
Contract
Manager · 2+ years experience
Remote
Discovered 3 days ago
pythonsassql

Full Job Posting

Requirements

  • What You'll Do
  • Design realistic scenarios involving loss costs, rate indications, trend, development, credibility, segmentation, reserving, profitability, capital, catastrophe exposure, and portfolio concentration
  • Create work products such as pricing analyses, reserve reviews, portfolio diagnostics, assumption critiques, sensitivity analyses, and management recommendations
  • Write "golden" reference responses at experienced actuarial and portfolio-risk quality
  • Grade AI-generated responses against structured rubrics for mathematical accuracy, assumption quality, methodology, interpretation, and communication
  • Identify calculation errors, unsupported assumptions, misuse of actuarial methods, confusing correlation with causation, and recommendations not supported by the data
  • Provide written feedback the research team uses to improve model behavior
  • Participate in onboarding office hours and calibration sessions
  • You're a Good Fit If You
  • Have 2+ years of professional experience in P&C actuarial work, insurance pricing, reserving, catastrophe modeling, or portfolio risk management
  • Have performed quantitative analysis using insurance premium, exposure, claim, loss, or reserve data
  • Understand the difference between account-level underwriting judgment and portfolio-level actuarial analysis
  • Can explain methods, assumptions, limitations, and business implications clearly to technical and nontechnical audiences
  • Demonstrate strong quantitative reasoning, excellent written communication, and high attention to detail
  • Are proficient with spreadsheets and at least one analytical or statistical tool
  • Bonus Qualifications
  • ACAS, FCAS, or active progress toward CAS credentials
  • Experience with personal, commercial, specialty, or reinsurance portfolios
  • Catastrophe modeling, capital modeling, predictive modeling, or rate-filing experience
  • Proficiency with SQL, R, Python, SAS, or actuarial modeling platforms
  • Experience presenting results to underwriting, finance, claims, or executive stakeholders
  • Role Highlights
  • Minimum 20 hours per week (ideally 40+)
  • Role starts immediately, applications reviewed on a rolling basis
  • We consider all qualified applicants without regard to legally protected characteristics and provide reasonable accommodations upon request.

Preferred Qualifications

  • Bonus Qualifications

Responsibilities

  • Design realistic scenarios involving loss costs, rate indications, trend, development, credibility, segmentation, reserving, profitability, capital, catastrophe exposure, and portfolio concentration
  • Create work products such as pricing analyses, reserve reviews, portfolio diagnostics, assumption critiques, sensitivity analyses, and management recommendations
  • Write "golden" reference responses at experienced actuarial and portfolio-risk quality
  • Grade AI-generated responses against structured rubrics for mathematical accuracy, assumption quality, methodology, interpretation, and communication
  • Identify calculation errors, unsupported assumptions, misuse of actuarial methods, confusing correlation with causation, and recommendations not supported by the data
  • Provide written feedback the research team uses to improve model behavior
  • Participate in onboarding office hours and calibration sessions
  • You're a Good Fit If You
  • Have 2+ years of professional experience in P&C actuarial work, insurance pricing, reserving, catastrophe modeling, or portfolio risk management
  • Have performed quantitative analysis using insurance premium, exposure, claim, loss, or reserve data
  • Understand the difference between account-level underwriting judgment and portfolio-level actuarial analysis
  • Can explain methods, assumptions, limitations, and business implications clearly to technical and nontechnical audiences
  • Demonstrate strong quantitative reasoning, excellent written communication, and high attention to detail
  • Are proficient with spreadsheets and at least one analytical or statistical tool
  • Bonus Qualifications
  • ACAS, FCAS, or active progress toward CAS credentials
  • Experience with personal, commercial, specialty, or reinsurance portfolios
  • Catastrophe modeling, capital modeling, predictive modeling, or rate-filing experience
  • Proficiency with SQL, R, Python, SAS, or actuarial modeling platforms
  • Experience presenting results to underwriting, finance, claims, or executive stakeholders
  • Role Highlights
  • Minimum 20 hours per week (ideally 40+)
  • Role starts immediately, applications reviewed on a rolling basis
  • We consider all qualified applicants without regard to legally protected characteristics and provide reasonable accommodations upon request.

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