They are seeking a skilled and experienced Senior Quantitative Risk Manager to lead complex quantitative risk initiatives, oversee model validation activities, and provide deep but agile technical expertise in support of their Risk Management Framework.
Location:
London Category:
Risk Type:
Permanent Key Duties (Including but not limited to): Contribute to Risk Strategy discussions with management and group. Support the development and broader integration of a right sized Risk Management framework for the Company. Lead and oversee complex quantitative risk investigations, including stress testing, scenario analysis, and capital impact assessments. Update the model validation testing process on an annual basis to assess compliance with Lloyd’s Solvency II standards and timelines. Lead special quantitative risk projects, such as risk reviews of new portfolio underwriting opportunities, strategic initiatives, or responses to regulatory or market changes. Ensure that all quantitative risk management practices meet the Principles for Doing Business at Lloyd’s, Solvency II requirements, and group policies. Minimum Requirements: A degree in a quantitative discipline (e.g., Mathematics, Actuarial Science, Economics, Statistics, or related field). Professional qualifications such as FIA, CERA, or CFA are highly desirable. Extensive experience in quantitative risk management, preferably within the Lloyd’s or broader insurance/reinsurance sector. Strong knowledge of capital modelling, Solvency II, and Lloyd’s regulatory framework. Advanced skills in quantitative analysis, including statistical modelling, scenario analysis, and stress testing.
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London Category:
Risk Type:
Permanent Key Duties (Including but not limited to): Contribute to Risk Strategy discussions with management and group. Support the development and broader integration of a right sized Risk Management framework for the Company. Lead and oversee complex quantitative risk investigations, including stress testing, scenario analysis, and capital impact assessments. Update the model validation testing process on an annual basis to assess compliance with Lloyd’s Solvency II standards and timelines. Lead special quantitative risk projects, such as risk reviews of new portfolio underwriting opportunities, strategic initiatives, or responses to regulatory or market changes. Ensure that all quantitative risk management practices meet the Principles for Doing Business at Lloyd’s, Solvency II requirements, and group policies. Minimum Requirements: A degree in a quantitative discipline (e.g., Mathematics, Actuarial Science, Economics, Statistics, or related field). Professional qualifications such as FIA, CERA, or CFA are highly desirable. Extensive experience in quantitative risk management, preferably within the Lloyd’s or broader insurance/reinsurance sector. Strong knowledge of capital modelling, Solvency II, and Lloyd’s regulatory framework. Advanced skills in quantitative analysis, including statistical modelling, scenario analysis, and stress testing.
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