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Head of Capital Management and Risk Modeling
2 months ago
Argo Group is a leader in specialty insurance with a vibrant culture built on respect, equality, wellness, and opportunity. We're an innovative organization that's small enough to be agile and big enough to make a difference in our industry.
Our flexible workplace is continuously evolving to ensure all employees feel:
- Comfortable bringing their whole selves to work.
- Confident that they will be treated respectfully.
- Recognized for their performance and provided with equal opportunities to succeed.
At Argo, skill meets opportunity. If you're wired to raise your hand and ask, 'Where can I help?', you'll thrive with us.
This is a hybrid (remote/on-site) working arrangement with travel into/work from our office locations required.
Main Responsibilities:
- Lead the internal economic capital model, rating agency models, and regulatory model for Argo Group and support the Chief Risk Officer with all aspects related to capital management strategy.
- Own and lead the production of a capital dashboard on a quarterly basis that provides a clear view of the solvency position of the group across regulatory, rating agency, and economic models.
- Own the operation and development of internal economic capital model, which accurately represents the organization's risk profile.
- Further establish and develop models to support portfolio optimization and underwriting strategy.
- Lead embedded model uses such as reinsurance analysis and optimization, capital allocation, and strategic opportunities (e.g., M&A, new classes, etc.).
- Responsible for calibration of insurance risk and own view of risk on external vendor models (e.g., Economic Scenario Generator).
- Provide timely and accurate capital metrics to senior management, regulatory bodies, and rating agencies.
- Improve model governance, including documentation and processes.
- Responsible for analysis of model results and 1st line validation.
- Work closely with the Chief Risk Officer and Enterprise Risk Management function to support risk management activities, including designing, building, and operating stress and scenario modeling tools to assist with the Own Risk and Solvency Assessment (ORSA).
- Communicate the benefits and limitations of the economic model to underwriters and executives to drive understanding and confidence in the model outcomes.
- Support the Chief Risk Officer with capital-related projects as they arise and provide capital management insights to strategic initiatives.
- Active collaboration and regular communication with key stakeholders and business partners across finance, actuarial, ceded, risk management, and other functions is an important part of this role.
Key Accountabilities:
- Management of end-to-end projects reporting to the Chief Risk Officer.
- Integral part of the current design and future development of model components.
- Ability to build processes and help shape developing projects.
- Communication of results and opportunities to develop model MI.
- Work with other group functions to enhance the use of the internal model within the organization.
- Analysis and communication of solvency position, risk tolerances, and capital trends to internal and external stakeholders.
- Act as Subject Matter Expert (SME) and reviewer on all aspects related to internal capital model.
Role Requirements - Skills, Experience, and Qualifications:
- Bachelor's degree from an accredited college or university, preferably in Mathematics, Actuarial, Finance, or Science.
- Qualified actuary.
- 10 years+ experience required.
- Experience in leading or working on all areas of an internal model and factor-based models (S&P/ BCAR/ BSCR).
- Knowledge of catastrophe models, investment analysis, PML calculations.
- Understanding of different accounting standards – US GAAP, US STAT, Economic, etc., preferred.
- Strong interpersonal and stakeholder management skills.
- High degree of numeracy – ability to analyze data and make sound expert judgments.
- Ability to work with limited resources to reach successful outcomes.
- Motivated and an effective team player.
- Excellent analytical and abstract reasoning skills and strong organizational skills.
- Project management and planning skills.
- Excellent communication skills.
- Ability to work quickly with minor supervision.
- Ability to articulate and obtain buy-in from different functions.
