Senior Manager-Data Science

New York NY
February 22 2018
Insurance, Securities

Functional Area:

FA - Finance

Estimated Travel Percentage (%):

Relocation Provided:

National Union Fire Insurance Co of Pittsburgh, PA

Our business models continue to evolve. Effectively designing, validating, and executing pricing models and understanding their business interpretation is essential to business decision making. This role is an actuarial science leader with in-depth insurance business knowledge, solid advanced analytics skills, excellent ability to partner with different insurance functional areas, including price modeling, model governance and enterprise risk management.
• Lead core model projects, employ both traditional statistical methods and machine learning techniques, and generate model validation tools to answer business questions, especially to identify model risk areas and drive model improvement through analytical solutions
• Collaborate with cross-functional or multi-disciplinary groups and use technical expertise to influence business decisions through advanced analytics and statistical interpretation
• Work closely with business partners to understand key model considerations; Have broad understanding about insurance business, and be fully engaged with modeling teams, bringing an objective and analytical voice to the table
• Perform research and develop methodologies for model validation; Communicate insights from quantitative analyses to technical and non-technical audiences

Job Requirements:

• Master's Degree or PhD in quantitative discipline, with 8+ years of experience in predictive modeling and/or other related statistical areas
• Insurance industry background and CAS exams/credentials are a plus
• Thorough, hands-on experience of advanced modeling methods such as but not limited to GAMs, GBMs, GLMs, GLMMs, GMMs, decision trees, regularization techniques, SVMs, and random forest
• Advanced programming skills in quantitative analysis software packages/languages such as Excel/VBA, R, SAS and Python
• Strong communication skills - Effectively interpret data and modeling results, distill actionable insights and present them to stakeholders
• Strong influencing skills - Work with cross-functional teams to gather inputs and align objectives and recommendations through quantitative analyses
• Proven project management skills - Experience in managing and coordinating predictive modeling projects
• Strong background in insurance analytics

It has been and will continue to be the policy of American International Group, Inc., its subsidiaries and affiliates to be an Equal Opportunity Employer. We provide equal opportunity to all qualified individuals regardless of race, color, religion, age, gender, gender expression, national origin, veteran status, disability or any other legally protected categories.

At AIG, we believe that diversity and inclusion are critical to our future and our mission - creating a foundation for a creative workplace that leads to innovation, growth, and profitability. Through a wide variety of programs and initiatives, we invest in each employee, seeking to ensure that our people are not only respected as individuals, but also truly valued for their unique perspectives