Senior Quantitative Risk Actuary

About the role

This senior position sits in the second line of defence of a dynamic insurance business, providing independent oversight of internal models, reserving, capital and financial risk processes. You will work closely with capital modelling, underwriting, finance and risk teams, influencing senior stakeholders and key decision‑making forums.

Key responsibilities

• Lead end‑to‑end internal model validation, ensuring methodologies, assumptions and governance meet regulatory standards.
• Produce clear validation reports for committees and senior management.
• Oversee reserving processes, review assumptions, challenge reserve movements and assess external drivers such as inflation and claims trends.
• Provide independent insight into financial market and credit risk exposures.
• Conduct stress and scenario testing for business planning and ORSA.
• Contribute to the development and maintenance of the model risk framework.

Required profile

• Fully qualified actuary with post‑qualification experience, preferably in a Solvency II or Lloyd’s environment.
• Proven expertise in model validation, reserving and capital modelling.
• Strong analytical capabilities and confidence to challenge senior stakeholders.
• Ability to translate complex quantitative outputs into clear, actionable insights.

Required skills

• Solvency II framework
• Model validation techniques
• Capital modelling
• Reserving analysis