Director, Quantitative Capital Insights

Description Job Summary

Leads the Quantitative Capital Insights team in making risk-based capital a practical enabler of some of Liberty Mutual`s most consequential business decisions-capital deployment, pricing, portfolio optimization, risk financing, and strategic planning-by producing insight the enterprise can act on, and nurturing the relationships needed to turn that insight into decisions.

Builds a deep understanding of the risk profile of each business unit, and of LMG in the aggregate, to guide capital deployment and trade-off decisions in pursuit of TBV growth, subject to an appropriate level of volatility.

Pushes the team to become a thought leader-with the appropriate matrixed partners-in developing alternative views of capital and risk, such as less-deep-in-the-tail views of income volatility, that leverage existing tools and extend the team`s common-language approach to other important decisions.

Unites previously separate teams into one that`s stronger than the sum of its parts, providing the direction, prioritization, alignment, and discipline to execute.

Thinks broadly about where capital insight creates the most value and serves as a key advisor to senior management on capital adequacy, capital allocation, and strategic capital decisions-including regulatory and rating agency matters.

1) Sets the strategic direction for the enterprise Economic Capital Model, ensuring it remains fit for purpose as the business evolves-reflecting current risk profile across underwriting, reserve, market, credit, catastrophe, and operational risk, informed by each business unit`s view of risk and market context.

2) Directs production of economic capital results and decision-support analytics-capital adequacy metrics, RORAC for quarterly performance reviews and planning, target capital alignment, and forward-looking capital assessments-distilled into insight that`s decision-ready for ORSA, rating agency engagements, regulatory filings, and Board discussions.

3) Navigates a matrixed partnership model across US Retail Markets, Global Risk Solutions, and Liberty Mutual Investments, tailoring engagement to each business unit`s needs-supporting business-owned decisions (pricing, portfolio optimization) with capital modeling expertise, and driving enterprise-owned decisions (target capital, deployment) through close BU relationships.

4) Provides decision-support for capital deployment, risk financing, and M&A, partnering with Actuarial, Enterprise Risk Management, Treasury, Portfolio Management, and business unit leadership to embed capital insight in allocation decisions, reinsurance optimization, and long-range planning.

5) Advises senior executives on capital positioning and scenario outcomes, distilling complex quantitative modeling into the clear, actionable insight that enables disciplined, value-creating decisions; produces clear recommendations that support executive leadership decisions and inform the Board of Directors.

6) Establishes a common language for capital (concepts, metrics, outputs) across the organization-demystifying the model at the appropriate level to build trust, support informed decision-making, and prepare materials for leadership and governance forums.

7) Extends that common language into new territory as a thought leader on alternative views of capital and risk-such as less-deep-in-the-tail views of income volatility-in partnership with matrixed partners across USRM, GRS, and LMI, leveraging existing tools and frameworks.

8) Contributes to and advances the model governance framework, ensuring rigorous validation, transparent documentation, and compliance with model risk management standards through a shared governance model with BU and enterprise stakeholders.

9) Partners with ERM on enterprise-wide stress testing and scenario analysis, translating the capital implications of emerging risks, macroeconomic shifts, and strategic initiatives into actionable