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About the Role
The Principal Actuary will develop an integrated quantitative risk framework linking insurance-driven mobile-device claims, rapidly depreciating inventory assets, and future physical supply and disposition commitments. This hands-on modeling position converts uncertainty into actionable risk management decisions.
Responsibilities
- Build and validate probabilistic claims-frequency, cohort, and exposure models.
- Produce calibrated time-phased demand distributions.
- Backtest assumptions and explain forecast error.
- Model inventory depreciation, residual values, recoverability, and other financial risks.
- Assess the joint impact of claims, supply, market prices, and inventory holdings.
- Provide forward-looking risk estimates for inventory reserve assessments.
- Price and assess physically settled forward purchases and sales, and structured supply agreements.
- Model contract specifics like strike prices, optional quantities, and delivery terms.
- Integrate demand and market-value simulations to evaluate risk-adjusted inventory decisions.
- Quantify working capital, stockout exposure, and other tradeoffs to propose exposure limits.
- Write reproducible Python and SQL models and document data lineage, parameters, and assumptions.
- Coordinate with the Forecasting Lead on integrated work-product quality.
- Establish common risk terminology and influence planning and procurement decisions.
- Communicate complex probability and valuation findings to stakeholders.
Requirements
- Hold an active professional actuarial credential (ACAS, FCAS, ASA, FSA, or recognized international actuarial equivalent).
- Demonstrated hands-on professional experience developing or materially validating insurance claims-frequency, exposure-based, or comparable insurance predictive-risk models.
- Demonstrated hands-on experience valuing or pricing physically delivered forward, offtake, volume-flex, commodity, or asset supply contracts.
- 8+ years of relevant experience spanning actuarial modeling, enterprise or asset risk, physical-market contract economics, and quantitative decision support.
- Bachelor's degree in actuarial science, statistics, mathematics, quantitative finance, economics, engineering, or a closely related discipline.
- Advanced stochastic simulation, financial risk modeling, calibration, sensitivity analysis, tail-risk measurement, and evaluation of correlated exposure.
- Strong hands-on Python and SQL proficiency.
- Demonstrated ability to work with incomplete market data, communicate uncertainty, and navigate cross-functional decisions with strong ethical judgment.
Skills
- Python
- SQL
- Stochastic simulation
- Financial risk modeling
- Calibration
- Sensitivity analysis
- Tail-risk measurement
- Correlated exposure evaluation
- Quantitative decision support
Location
- Remote USA
Work Type
- Contract-to-hire
- Remote
Experience Level
- 8+ years
Education Level
- Bachelor's degree
Equal Opportunity
- All your information will be kept confidential according to EEO guidelines.