Senior Quantitative Risk Actuary

The Senior Quantitative Risk Actuary is responsible for delivering quantitative oversight across the validation, reserving, financial market and credit risk, and broader capital and risk assessment processes. The role requires a qualified actuary with experience in model validation and reserve risk assessment, and the ability to provide effective independent challenge across Capital Modelling, Reserving, Finance, and Risk stakeholders.

Requirements

• Fully qualified actuary (e.g., FIA or equivalent) with post‐qualification experience.
• Internal Model Validation experience within a Lloyd’s or Solvency II‐regulated insurer.
• Strong technical understanding of reserve risk, including methodologies, assumptions, inflation analysis, and uncertainty.
• Hands‐on experience reviewing and challenging capital model components (parameterisation, dependency structures, model change, model outputs).
• Good understanding of insurance to enable effective engagement at all levels within the business.
• Good working knowledge of financial market risk and credit risk methodologies, including capital charges and stress/sensitivity analysis.
• Involvement in ORSA processes, including stress and scenario testing.
• Advanced analytical and critical thinking skills
• Ability to communicate complex quantitative outputs clearly to senior stakeholders and governance committees.

Benefits

• Good salary and benefits package
• Opportunities for career development and progression
• Diverse and inclusive workplace culture
• Flexible working arrangements