[Hiring] P&C Actuary & Portfolio Risk Manager @Weekday AI

Role Description

We are partnering with a leading AI lab to train frontier models on high-quality insurance reasoning data. We're hiring P&C Actuaries and Portfolio Risk Managers to:

• Design realistic pricing, reserving, forecasting, and portfolio-management scenarios.
• Evaluate model outputs against established actuarial standards.
• Help shape how the next generation of AI reasons quantitatively about insurance risk.

We welcome pricing actuaries, reserving actuaries, portfolio analysts, catastrophe-risk professionals, and actuarial managers from carriers, reinsurers, MGAs, and consulting firms.

What You'll Do

• Design realistic scenarios involving loss costs, rate indications, trend, development, credibility, segmentation, reserving, profitability, capital, catastrophe exposure, and portfolio concentration.
• Create work products such as pricing analyses, reserve reviews, portfolio diagnostics, assumption critiques, sensitivity analyses, and management recommendations.
• Write "golden" reference responses at experienced actuarial and portfolio-risk quality.
• Grade AI-generated responses against structured rubrics for mathematical accuracy, assumption quality, methodology, interpretation, and communication.
• Identify calculation errors, unsupported assumptions, misuse of actuarial methods, confusing correlation with causation, and recommendations not supported by the data.
• Provide written feedback the research team uses to improve model behavior.
• Participate in onboarding office hours and calibration sessions.

Qualifications

• 2+ years of professional experience in P&C actuarial work, insurance pricing, reserving, catastrophe modeling, or portfolio risk management.
• Performed quantitative analysis using insurance premium, exposure, claim, loss, or reserve data.
• Understand the difference between account-level underwriting judgment and portfolio-level actuarial analysis.
• Can explain methods, assumptions, limitations, and business implications clearly to technical and nontechnical audiences.
• Demonstrate strong quantitative reasoning, excellent written communication, and high attention to detail.
• Proficient with spreadsheets and at least one analytical or statistical tool.

Bonus Qualifications

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

Role Highlights

• Minimum 20 hours per week (ideally 40+).
• Role starts immediately, applications reviewed on a rolling basis.

Company Description

We consider all qualified applicants without regard to legally protected characteristics and provide reasonable accommodations upon request.