Director, Quantitative Capital Insights

About the role

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.

Responsibilities

• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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 recommendations on capital levers and aggregate risk profile.
• Unites previously separate teams into one that`s stronger than the sum of its parts. Recognizes that combining multiple strong teams is a unique leadership challenge, and provides the direction, prioritization, alignment, and discipline to execute-cultivating a