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As a Predictive Modeler on our Commercial Modeling team, you will play a crucial role in developing and maintaining predictive models that drive our commercial pricing strategies. This position offers a unique blend of data science and actuarial responsibilities, providing an exciting opportunity to work on innovative projects and collaborate with a diverse team of professionals.
Job Responsibility
Researches and implements financial engineering, data science and statistical techniques for risk management and business applications
completes regular testing of risk limits
owns complex quantitative modeling processes
collaborates to ensure consistent model assumptions
reviews and analyzes model output
crafts and updates model documentation
collaborates to develop creative solutions
acts as technology owner for Risk Analytics
Requirements
Undergraduate studies in finance, accounting, economics, statistics, mathematics or related field
five or more years of related work experience in financial risk modeling or actuarial functions
working knowledge of machine learning, stochastic processes, Monte Carlo simulations, sampling methods and other statistical techniques
solid understanding of risk management operations
proficient written and verbal communication skills
intermediate proficiency with Excel and common statistical software such as R, SAS, Python, or MATLAB