Director I, Advanced Analytics

Job description

Description Reporting to the Head of Analytics, this role supports the design, optimization and performance monitoring of Liberty Mutual’s outwards reinsurance treaties. The role ensures reinsurance strategy aligns with risk appetite, capital efficiency objectives, underwriting strategy and reinsurance market cycle. The position partners with Actuarial, Risk, MI, Finance and external brokers to deliver data-driven reinsurance solutions that protect earnings, manage volatility and optimize return on capital. Responsibilities: - Support the design and placement of proportional and excess loss treaties across property, casualty and specialty portfolios. - Perform technical analyses to recommend optimal retentions, limits, attachment points, and structures. - Quantify trade-offs between cost of reinsurance, earnings volatility, and capital relief. - Model ceded reinsurance performance under deterministic and stochastic scenarios. - Assess impact on economic capital and rating agency capital models. - Support planning and forecasting by quantifying reinsurance impact on loss ratio, combined ratio, and ROE. - Review broker technical work to support treaty placements and RFPs. - Monitor a...