P&C Actuary & Portfolio Risk Manager

Help improve AI systems’ quantitative reasoning about insurance risk by creating and evaluating realistic property and casualty actuarial and portfolio-risk work. This role focuses on pricing, reserving, forecasting, and portfolio-management scenarios assessed against established actuarial standards.

• Develop realistic scenarios involving loss costs, rate indications, trend, development, credibility, segmentation, reserving, profitability, capital, catastrophe exposure, and portfolio concentration.
• Create pricing analyses, reserve reviews, portfolio diagnostics, assumption critiques, sensitivity analyses, and management recommendations.
• Produce high-quality reference responses reflecting experienced actuarial and portfolio-risk practice.
• Evaluate AI-generated work using structured criteria for mathematical accuracy, assumptions, methodology, interpretation, and communication.
• Identify calculation errors, unsupported assumptions, inappropriate actuarial methods, incorrect causal conclusions, and recommendations not supported by the data.
• Provide written feedback to support model improvement and participate in onboarding office hours and calibration sessions.

• At least 2 years of professional experience in P&C actuarial work, insurance pricing, reserving, catastrophe modeling, or portfolio risk management.
• Experience performing quantitative analysis with insurance premium, exposure, claim, loss, or reserve data.
• Understanding of the distinction between account-level underwriting judgment and portfolio-level actuarial analysis.
• Ability to clearly communicate methods, assumptions, limitations, and business implications to technical and nontechnical audiences.
• Strong quantitative reasoning, written communication, attention to detail, spreadsheet proficiency, and experience with at least one analytical or statistical tool.

• ACAS, FCAS, or active progress toward CAS credentials.
• Experience with personal, commercial, specialty, or reinsurance portfolios.
• Experience in catastrophe modeling, capital modeling, predictive modeling, or rate filing.
• Proficiency with SQL, R, Python, SAS, or actuarial modeling platforms.
• Experience presenting findings to underwriting, finance, claims, or executive stakeholders.

• Remote role open to candidates located in the United States, Canada, or the United Kingdom.
• Per-task engagement.
• Minimum commitment of 20 hours per week, with 40 or more hours per week preferred.
• Work begins immediately. Applications are reviewed on a rolling basis, subject to ongoing role availability.

• 800 per task.

• Submit an application for review. Candidates may be considered as applications are received.