Deputy Office Head - Chicago, IL, United States - Argo AI

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    Description
    This is a hybrid (remote/on-site) working arrangement with travel into/work from the Chicago or NYC Office locations required.

    The main purpose of this role is to lead the internal economic capital model for Argo Group and support the Head of Capital Management with all aspects related to capital management strategy including regulatory and rating agency capital models.

    Maintain an internal economic capital model which accurately represents the organization's risk profile.
    Lead embedded model uses such as reinsurance analysis and optimization, capital allocation and strategic opportunities e.g. Responsible for calibration of insurance risk and own view of risk on external vendor models (e.g. Providing timely and accurate economic capital metrics to senior management, regulatory bodies and rating agencies.
    Responsible for analysis of model results and 1st line validation
    Support with risk management activities, including designing, building and operating stress and scenario modelling tools to assist with the ORSA

    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.

    Management of end-to-end projects reporting to Head of Capital Management
    Ability to build processes and help shape developing projects.
    Analysis and communication of solvency position, risk tolerances and capital trends to internal and external stakeholders.
    Bachelor's degree from an accredited college or university, preferably in Mathematics, Actuarial, Finance or Science.
    ~ High degree of numeracy - ability to analyze data and make sound expert judgements.
    Project management and planning skills.
    Ability to work quickly with minor supervision.
    Knowledge of catastrophe models, investment analysis, PML calculations.