Quantitative Risk Modeling Lead

As a VP of Quantitative Risk Modeling, you will leverage actuarial and quantitative expertise to shape underwriting frameworks for complex credit insurance transactions at Ryan Specialty. The role involves leading the development of advanced quantitative models, overseeing analysts, and translating traditional insurance methodologies into innovative risk assessments for the credit market. This executive position requires strong technical proficiency, leadership across cross-functional teams, and the ability to influence underwriting practices.