Quantitative Risk Modeling Lead

Leading the development and implementation of advanced quantitative models, the full-time Quantitative Risk Modeling Lead will leverage actuarial expertise to enhance underwriting practices for credit insurance transactions in a remote setting. Key ResponsibilitiesLead the application of actuarial and quantitative methods to credit insurance underwriting Translate traditional insurance frameworks into structured credit underwriting practices Develop and enhance complex quantitative models for credit risk and in-market productsRequired QualificationsBachelor's degree required; actuarial credentials (ASA, FSA) or advanced quantitative degree strongly preferred 10+ years of experience in quantitative underwriting roles, with a focus on actuarial and insurance analytics Deep familiarity with insurance company balance sheets, reserving protocols, and NAIC implications Strong technical proficiency in programming/statistical tools (SQL, R, Python, SAS, etc.) Demonstrated expertise in actuarial/statistical techniques applied to financial or credit markets