An exciting opportunity has arisen for a Senior Quantitative Risk Actuary to join a dynamic insurance business, operating within a strong risk management framework and offering excellent exposure to senior stakeholders and key decision-making forums. This role sits within the second line of defence and plays a critical part in providing independent oversight and challenge across internal models, reserving, capital, and financial risk processes.

You will lead end-to-end internal model validation activities, ensuring methodologies, assumptions and governance meet regulatory standards, while producing clear and impactful validation reporting for committees and senior management. The role also involves oversight of reserving processes, including reviewing assumptions and uncertainty, challenging reserve movements, and assessing key external drivers such as inflation and claims trends.

In addition, you will provide independent insight into financial market and credit risk exposures, assess stress and scenario testing for business planning and ORSA, and contribute to the ongoing development of model risk frameworks. You will work closely with teams across capital modelling, underwriting, finance and risk, delivering robust quantitative analysis and meaningful challenge to support strategic decision-making.

Suitable candidates will be fully qualified actuaries with post-qualification experience, ideally within a Solvency II or Lloyd's environment, and will bring strong expertise in model validation, reserving, and capital modelling. You will have excellent analytical capabilities, the confidence to challenge senior stakeholders, and the ability to translate complex quantitative outputs into clear, actionable insights.

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Eames Consulting is acting as an Employment Agency in relation to this vacancy.