AVP, Risk & Capital Modeling
AmTrust Group

Jersey City, New Jersey


Role in brief
AmTrust Financial is driven by innovation and creative solutions and this will be an exciting opportunity to work with a multinational insurance business gaining exposure to the wider actuarial and risk team as well as an opportunity to work directly with the Head of Risk and Capital Modeling. This is a newly created opportunity identified as a key requirement by the company and board to drive and accelerate the growth and capital efficiency of the group.


Role and Responsibilities
• This is an individual contributor role with the potential to lead 1-2 analysts in the future. Candidate must possess strong hands-on modeling and coding capability.

• In addition, the ideal candidate should have strong communication and presentation skill.

• Responsible for the overall development, maintenance, and execution of the US Economic Capital modeling program.

• Responsible for capital and net investment income allocation to business segments.

• Active participation in ROE pricing, performance tracking, and transaction evaluation.

• Provide support for development and maintenance of various risk models such as ALM, strategic asset allocation, market risk models and other risk models.

• Partner with business, Finance and Group Actuarial functions to establish input parameter.

• To establish required economic capital for the group, support the validation of current risk tolerances and allocation of capital, and allow selected scenario tests to inform business strategy decisions by Senior Management and the Board of Directors.


Qualifications and Education Requirements
FCAS or advanced degree (Master's or Ph.D.) in quantitative discipline is preferred.

10+ years of experience in financial industry (ideally in risk and/or actuarial area)

Robust hands-on model development experience
Preferred Skills
Strong background in programming language such as SAS, R, Python, or C++. Having knowledge in ReMetrica is a plus

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