Chaucer Syndicates Ltd in London seeks a Senior Quantitative Risk Actuary to lead internal model validation, oversee reserving, market and credit risk, and contribute to ORSA and governance. The role requires a qualified actuary with experience in model validation and robust governance in a Lloyd’s/Solvency II context.
The candidate will provide independent challenge to Capital Modelling, Reserving, Finance and Risk, and will engage with senior stakeholders across committees and risk functions.
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Consider building your career as a Senior Quantitative Risk Actuary: ORSA & Model Governance at Chaucer Syndicates Ltd.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Senior Quantitative Risk Actuary: ORSA & Model Governance role in the description above.
We appreciate your interest in this position.