Remote, US
8 days ago
Actuary/Sr. ERM Consultant - Capital Modeling
Welcome page Already have a log in? Log back in! Actuary/Sr. ERM Consultant - Capital Modeling Job Locations US-Remote ID 2024-67110 Position Type Full-Time Minimum Salary USD $116,700.00/Yr. Maximum Salary USD $218,300.00/Yr. Typical Starting Salary 138,000 - 172,200 Flexible Time Off Annual Accrual - days 20 Pay Philosophy

The typical starting salary range for this role is determined by a number of factors including skills, experience, education, certifications and location. The full salary range for this role reflects the competitive labor market value for all employees in these positions across the national market and provides an opportunity to progress as employees grow and develop within the role. Some roles at Liberty Mutual have a corresponding compensation plan which may include commission and/or bonus earnings at rates that vary based on multiple factors set forth in the compensation plan for the role.

Description

The Global Risk Solutions (GRS) Capital & ERM group is seeking a highly motivated individual to join its Capital Modeling group. This individual will join a small team of capital modelers responsible for designing, developing, and implementing dynamic financial analysis solutions for the Global Risk Solutions organization. The team is responsible for parameterizing the GRS Capital Model and legal entity models, including coordinating with Finance, Pricing, and Reserving, fitting distributions, developing risk dependencies, and supporting capital allocation. The successful candidate will have strong analytical abilities, enjoy developing statistical models and processes, working with large data sets, and diving deep into drivers of line of business dynamics.

 

Global Risk Solutions is a leading provider of commercial, specialty insurance, and reinsurance products, delivering a wide array of innovative products, deep technical expertise, strong client engagement and market-leading performance worldwide. The product lines include workers’ compensation, commercial multi-peril, surety bonds, crisis management, marine, terrorism, management liability, cyber liability, and energy.

 

Responsibilities:

Collaborate with other team members to achieve the following with the goals: Regularly update capital model parameters and assumptions for multiple modelsDevelop new solutions and improvements for statistical models and processes used to calculate these inputsImplement timely and practical solutions to complex problemsLead collaborative projects with Finance, Reserving, Pricing, and Underwriting with the goal of better understanding the business and reflect that understanding in model parametersCommunicate processes and parameterization results to stakeholders outside the team

 

Preferred Qualifications

Bachelor’s degree or higher in Mathematics, Actuarial Science, Statistics, Finance, Economics, or similar requiredMinimum 5-7 years relevant experience requiredVery strong analytical skills with solid understanding of core casualty actuarial methods, techniques, and standardsExpert in MS Excel and experience coding; Experience working with Visual Basic for Applications (VBA) and Capital modeling software, R, and Python preferredExperience with stochastic financial modeling and forecasting preferredExperience parameterizing reserve risk and UW risk preferredComfort with solving new problems and generating ideas for improving existing processesExperience communicating analysis and technical concepts Qualifications Bachelor's degree required; Master’s degree preferred.Associateship or Fellowship in the Casualty Actuarial Society (ACAS/FCAS) or in Society of Actuaries (ASA/FSA) designation preferred or comparable education/designation with relevant experience.Minimum 5-7 years relevant experience required.Sound knowledge of actuarial techniques and standards, as well as other business operations including financial, underwriting, legal, statistics, claims, sales, etc.Advanced communication and interpersonal skills and ability to build relationships and interact effectively with others within and outside the organization.Ability to motivate and mentor peers and motivate and train subordinates.Advanced computing skills (MS Office Excel, SAS, etc.) with ability to build complex models. About Us

**This position may have in-office requirements depending on candidate location.**

 

As a purpose-driven organization, Liberty Mutual is committed to fostering an environment where employees from all backgrounds can build long and meaningful careers. Through strong relationships, comprehensive benefits and continuous learning opportunities, we seek to create an environment where employees can succeed, both professionally and personally. 

 

At Liberty Mutual, we believe progress happens when people feel secure. By providing protection for the unexpected and delivering it with care, we help people embrace today and confidently pursue tomorrow.

 

We are proud to support a diverse, equitable and inclusive workplace, where all 45,000 employees feel a sense of community, belonging and can do their best work. Our seven Employee Resource Groups (ERGs) offer a centralized, open space to bring employees and allies together to connect, learn and engage.

 

We value your hard work, integrity and commitment to make things better, and we put people first by offering you benefits that support your life and well-being. To learn more about our benefit offerings please visit: https://LMI.co/Benefits

Liberty Mutual is an equal opportunity employer. We will not tolerate discrimination on the basis of race, color, national origin, sex, sexual orientation, gender identity, religion, age, disability, veteran's status, pregnancy, genetic information or on any basis prohibited by federal, state or local law.

Fair Chance Notices

CaliforniaSan FranciscoLos AngelesPhiladelphia

 

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