The ideal candidate will have 10+ years of P&C insurance product management or consulting experience, strong expertise in personal lines pricing, underwriting, and compliance, and familiarity with technology platforms like Guidewire, Duck Creek, and Majesco.

Key responsibilities include leading product portfolio optimization, rate filings, and competitive market assessments. The candidate will also drive digital transformation initiatives, evaluating InsurTech solutions such as telematics-based pricing, AI-driven claims automation, and predictive analytics for risk segmentation.

The role requires deep industry knowledge and strategic consulting skills to advise insurers on optimizing personal lines products, navigating compliance requirements, and implementing emerging technologies.

This is an exciting opportunity to work with leading insurers on high-impact projects, leveraging data-driven strategies and InsurTech solutions to reshape the future of personal lines insurance.

Responsibilities:

• Support Client and Internal Project Teams with a mix of the following capabilities:

Strategic Consulting & Client Advisory

• Act as a trusted advisor to top-tier insurers on personal lines insurance products, including homeowners, auto, renters, and umbrella.

• Lead product rationalization efforts, optimizing insurers' portfolios to reduce complexity, enhance profitability, and improve customer experience.

• Drive new product development, leveraging telematics, usage-based insurance (UBI), embedded insurance, and AI-driven pricing models.

• Develop and implement product run-off strategies, ensuring compliance, financial stability, and seamless transition for policyholders.

• Guide insurers through regulatory advisory initiatives, ensuring product strategies align with state DOI regulations, NAIC model laws, and evolving consumer protection standards.

Regulatory Compliance & Market Strategy

• Advise on state and federal regulations, helping clients navigate rate filings, compliance risks, and policyholder protections.

• Manage engagements related to state DOI rate filings, competitive benchmarking, and regulatory impact assessments.

• Provide insights on emerging legislative changes (e.g., climate risk mandates, AI-driven underwriting guidelines, and telematics regulations).

InsurTech Enablement & Digital Transformation

• Partner with technology teams to implement digital underwriting, AI-based risk models, and automation tools.

• Evaluate and recommend InsurTech solutions such as telematics-based pricing, AI-driven claims processing, fraud detection & predictive analytics, and customer experience & digital distribution.

• Support insurers in modernizing core platforms, working with vendors like Guidewire, Duck Creek, and Majesco.

Claims Transformation & Risk Management

• Assist clients in claims process optimization, leveraging automation, AI, and predictive analytics for faster claims adjudication.

• Develop strategies for fraud detection, litigation management, and claims efficiency improvements.

• Work with claims and risk teams to align product design with evolving risk trends (e.g., climate change impact, cyber risks in personal lines, and increased litigation costs).

Project Leadership & Stakeholder Engagement

• Lead cross-functional consulting engagements involving actuarial, underwriting, IT, claims, and distribution teams.

• Develop and present strategic recommendations to C-suite executives, supporting data-driven decision-making.

• Manage multiple client engagements, ensuring timely delivery, regulatory alignment, and measurable business impact.

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You will be responsible for planning and executing audits in the areas of risk management and overall bank control (e.g., ICAAP, ILAAP, risk models and methods). You will also coordinate with internal and external auditors and work closely with the departments being audited.

In addition, you will evaluate the appropriateness and effectiveness of the risk management system, internal control system, and compliance with regulatory requirements (e.g., KWG, MaRisk, CRR/CRD, SAG, MaSanV, relevant EBA guidelines) for internal and outsourced processes.

You will prepare qualified audit reports, agree on audit results with departments and relevant stakeholders, and report to management and the supervisory board.

You will also follow up on the implementation of corrective actions and document them in the audit system.

Furthermore, you will actively contribute to the annual update of the audit universe, risk assessment of audit fields, and creation of the year/multi-year plan.

You will represent the internal audit department in projects, initiatives, and committees and support special audits.

Finally, you will support the development of operational processes (e.g., digital transformation, AI) and the written guidance of the internal audit department.

If you have a strong background in risk management and a keen eye for detail, we encourage you to apply for this exciting opportunity.

As an internal auditor at Ford Credit, you will have the chance to work in a dynamic and innovative environment, collaborate with international teams, and tackle challenging projects.

We offer flexible working models and opportunities for professional development.

At Ford Credit, we value diversity and equality and are committed to creating an inclusive work environment where everyone has the opportunity to succeed.

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Responsibilities: Conduct credit evaluations of counterparties (financial and non-financial institutions). Carry out financial qualification of service providers for new projects. Conduct in-depth analysis of financial statements and employ the company's internal credit model to derive credit ratings. Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. Maintain approved credit limits and ratings in credit database. Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. Review policies, procedures, and align risk policies across the Group. Assist in the consolidation and preparation of reports for management. Complete assigned ad-hoc tasks as directed. Collaborate with other areas such as Operations, Sales, LAW, Contracting, among others.

Minimum Requirements: Bachelor's degree in finance, economics, accounting, or a related field. MBA or other advanced business degree is preferred. Professional certification such as FRM, ERP, CMA or CFA, are highly regarded. At least 10 years of relevant credit experience in energy, banking or financial risk management. Experience with implementation and application of credit risk models In-depth knowledge of qualitative and quantitative credit assessments Extensive experience analyzing financial statements Ability to meet tight deadlines to submit credit recommendations to management Advanced proficiency in Microsoft Excel including Excel models Possess excellent interpersonal and communication skills in order to succeed in this role.

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Responsibilities: Use proprietary tools to label and evaluate data. Support and ensure the delivery of high-quality curated data. Work with engineers to refine tasks, tools, and workflows. Design, select, and refine tasks grounded in real-world occupational math, for example: Insurance and risk: premiums, deductibles, expected loss calculations, simple risk modeling. Logistics and operations: inventory and reorder policies, capacity/throughput, basic cost optimization. Skilled trades: surveying and land measurement, electrical load calculations, machining tolerances, material estimation, blueprint and scale calculations. Finance and banking: loan amortization schedules, time value of money, portfolio and risk metrics. Accounting and tax: financial statements, reconciliations, depreciation, multi-bracket tax calculations, payroll. Health and social data: rates, ratios, simple biostatistics, survey-based metrics and policy-relevant indicators. Provide detailed, step-by-step solutions and evaluate model responses for correctness, adherence to domain rules (e.g., tax codes, building codes, basic regulatory or business constraints), clarity, and plausibility. Interpret, analyze, and execute tasks based on given instructions.

Basic Qualifications: A Master's or PhD in a quantitative field such as Mathematics, Statistics, Operations Research, Economics, Finance, Actuarial Science, or a closely related discipline with strong training in applied/occupational math; or A Bachelor's degree in one of the fields above plus substantial professional experience (e.g., 2+ years) in a math-heavy occupational domain such as finance, banking, insurance, accounting, logistics/supply chain, healthcare analytics, or policy analysis Professional licensure or certification in a skilled trade (e.g., licensed surveyor, master electrician, journeyman machinist) with demonstrated expertise in trade-specific mathematical calculations. Strong proficiency in applied mathematics relevant to at least one of the above domains (e.g., probability and statistics, financial math, optimization under constraints, geometric and measurement calculations, or similar). Proficiency in reading and writing, both in informal and professional English. Strong ability to navigate various information resources and databases. Outstanding communication, interpersonal, analytical, and organizational capabilities. Solid reading comprehension skills combined with the capacity to exercise autonomous judgment even when presented with limited data/material. A strong passion for and commitment to technological advancements and innovation.

Preferred Skills and Experience: Professional certifications in relevant fields (e.g., CFA, FRM, SOA exams, CPA, Six Sigma, PE, licensed surveyor, or similar) or demonstrably equivalent experience. Prior professional experience in one or more domains such as asset management, retail or commercial banking, insurance pricing/reserving, accounting/audit, logistics/supply chain planning, healthcare analytics, public policy analysis, or skilled trades. Previous AI Tutoring experience and/or experience teaching or training others in applied or occupational math topics. Experience building and reviewing complex spreadsheets, financial or risk models, dashboards, technical drawings, or similar artifacts.

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You will collaborate closely with technical teams to support the development and refinement of new AI capabilities, with a primary focus on quantitative financial risk management domains. Your expertise will drive the selection and rigorous resolution of complex risk-related problems, including market risk modeling, credit and counterparty risk, liquidity and funding risk, operational and model risk, stress testing & scenario analysis, Value at Risk (VaR)/Expected Shortfall (ES), risk attribution, capital allocation (economic/regulatory), and enterprise-wide risk frameworks under regulatory regimes (Basel, Dodd-Frank, IFRS 9, etc.).

This role requires exceptional quantitative rigor, rapid adaptation to evolving guidelines, and the ability to deliver precise, technically sound critiques, derivations, and solutions in a fast-paced environment. As a Finance Risk Expert, you will directly support xAI's mission by helping train and refine frontier AI models. You will teach the models how risk professionals quantify uncertainties, model tail events, assess portfolio vulnerabilities, ensure regulatory compliance, perform stress testing, and make data-driven decisions to protect capital and maintain financial stability.

Your tasks may include recording audio walkthroughs of risk models, participating in video-based scenario reasoning, or producing detailed quantitative risk analysis traces. All outputs are considered work-for-hire and owned by xAI.

Responsibilities:

• Use proprietary annotation and evaluation software to deliver accurate labels, rankings, critiques, and comprehensive solutions on assigned projects
• Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards
• Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks
• Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools
• Select and solve challenging problems from financial risk domains where you have deep expertise

Basic Qualifications:

• Master’s or PhD in a quantitative discipline: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science (with risk/finance focus), or closely related field or equivalent professional experience as a quantitative risk analyst, risk modeler, or risk quant
• Excellent written and verbal English communication (technical reports, regulatory documentation, explanatory breakdowns)
• Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody’s Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, regulatory filings, Basel/FRB datasets, etc.)
• Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data

Preferred Skills and Experience:

• Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm
• Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance
• Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training)
• Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.)
• Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.)
• Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II)
• CFA, FRM, PRM, CQF, or similar risk-focused certifications
• Previous exposure to large language models, AI safety, or quantitative evaluation pipelines

Location and Other Expectations:

• Tutor roles may be offered as full-time, part-time, or contractor positions, depending on role needs and candidate fit
• For contractor positions, hours will vary widely based on project scope and contractor availability, with no fixed commitments required
• Tutor roles may be performed remotely from any location worldwide, subject to legal eligibility, time-zone compatibility, and role specific needs
• For US based candidates, please note we are unable to hire in the states of Wyoming and Illinois at this time
• We are unable to provide visa sponsorship
• For those who will be working from a personal device, your computer must meet xAI’s minimum hardware requirements

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