Senior Quantitative Risk Actuary
Core
Senior actuary providing 2nd line quantitative oversight for internal model validation, reserving, financial market, and credit risk within a Lloyd's/Solvency II environment.
Role type
Senior IC quantitative risk actuary
Builds
Regulatory reports, validation reports, ORSA inputs, and quantitative challenge frameworks
Domain
Insurance (Lloyd's market) / Actuarial Science / Risk Management
Deliverable
dashboards & analysis
Required skills
Internal model validation, reserve risk assessment, capital modelling review, financial market risk analysis, credit risk analysis, ORSA stress testing, regulatory reporting, quantitative challenge
Preferred skills
2nd line oversight experience, enterprise risk management, model governance frameworks, investment strategy/ALM, emerging risk quantification
Technologies
Solvency II, S1084, S1176, Lloyd's standards
Responsibilities
Lead end-to-end internal model validation for S1084 and S1176; Provide 2nd line oversight of reserving processes and challenge reserve movements; Conduct independent assessment of market and credit risk exposures; Develop and challenge quantitative stress tests for ORSA; Build and review the 2nd line model risk framework; Present quantitative findings to governance committees
Seniority
Senior, hands-on IC
