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Quantitative Risk Modeling Lead at Ryan Specialty - ApplyBlast

Quantitative Risk Modeling Lead

Ryan Specialty

4 months ago

4.0 on Glassdoor

Remote

Full Time

Senior

0 applicants

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About this role

VP, Quantitative Risk Modeling in the Ryan Alternative Risk department at Ryan Specialty, leading the application of actuarial and quantitative methods to the underwriting of credit insurance transactions, translating traditional insurance frameworks into structured credit underwriting practices, modeling development for credit risk and in-market products, evaluating insurance company balance sheets and reserving practices, and developing internal risk frameworks.

Responsibilities

Lead the application of actuarial and quantitative methods to the underwriting of credit insurance transactions.
Translate traditional insurance frameworks into structured credit underwriting practices.
Model Development: Lead the creation and enhancement of complex quantitative models for credit risk and in-market products.
Evaluate insurance company balance sheets, reserving practices, and capital adequacy in counterparty assessments.
Develop and refine internal risk frameworks, actuarial methodologies, and reserving protocols for credit insurance.