Senior Risk Analytics Lead - Quantitative Risk & ORSA

Davies; Greater London; On-site; GBP 65,000 - 90,000; Full time

Job summary

Davies in London seeks a Senior Risk Analytics Analyst for a 12-month fixed term. You will lead quantitative risk elements, support syndicate risk management, ORSA, stress testing and model governance, collaborating with Actuarial, Capital Modelling and Exposure Management teams.

The role demands strong data analysis, ability to produce reports, and clear communication to senior stakeholders; reporting to the Senior Risk Analytics Manager; deadline 11 Oct 2026.

Qualifications

• Strong analytical and numerical capabilities with experience interpreting complex datasets and identifying trends, exposures & emerging risks
• Ability to support quantitative risk assessments, risk appetite monitoring, and risk reporting
• Experience using statistical, actuarial, or risk modelling techniques would be advantageous
• Experience supporting risk management frameworks within a Lloyd's, syndicate, insurer, MGA, or consulting environment
• Understanding of insurance risk categories including underwriting, reserving, capital, operational, and exposure management risks
• Experience supporting Internal Model, Partial Internal Model, or Standard Formula/Standard Model environments
• Understanding of model governance, model validation, capital requirements, and regulatory expectations
• Exposure to SCR validation, model change processes, or capital adequacy assessments is desirable
• Experience contributing to ORSA production and wider risk management reporting
• Knowledge of stress and scenario testing frameworks, including analysing the impact of adverse risk events on capital and solvency positions
• Ability to communicate quantitative findings clearly to stakeholders
• Experience preparing reports, papers, and presentations for governance committees, boards, or senior stakeholders
• Strong written communication skills with the ability to document methodologies, validation findings, and risk assessments clearly and accurately
• Understanding of risk governance processes and committee structures
• Proven ability to build effective working relationships across Risk, Actuarial, Exposure Management, Capital Modelling, and wider business functions
• Comfortable engaging with both technical and non-technical stakeholders, including external validators and regulatory-facing teams
• Strong organisational skills with the ability to manage multiple priorities and meet reporting deadlines

Responsibilities

• Risk management framework: Support the development and maintenance of quantitative elements of the framework
• Risk & Risk Appetite: Support on the quarterly monitoring and development of Actuarial and Exposure Management related Risks and Risk Appetites
• SBF Risk Assessments: Support in the production of the Risk Team’s review of Syndicate SBFs
• ORSA: Support in the preparation of Syndicate ORSA documentation, including specific quantitative elements
• Support in other tasks in regard to the Risk Framework as directed
• SCR Validation processes, including those required for Internal Model Approval Processes, Major Model Change submissions and summer LCR submissions
• Work with internal Actuaries, external Validators and Exposure Management on Validation including in regard to action closure
• Undertake Operational Risk Validation
• Draft reports to the Internal Model Technical Group (IMTG), Internal Model Steering Committee (IMSC) and other forums as required
• Support in the production of Validation Reports including drafting sections as directed
• Risk Team’s ownership and oversight of Internal Model, Lloyd’s Standard Model and Partial Internal Model governance including in regard to IM Policy maintenance
• Contribute to the effectiveness of IMSC & IMTG governance including ensuring agendas, minutes and actions are appropriate
• Collaborate with the Central Capital team and (Senior) Syndicate Actuaries
• Draft reports on Internal Model governance activities

Skills

Quantitative risk analysis

Data analysis

ORSA knowledge

Stress testing awareness

Job description

Davies in London seeks a Senior Risk Analytics Analyst for a 12-month fixed term. You will lead quantitative risk elements, support syndicate risk management, ORSA, stress testing and model governance, collaborating with Actuarial, Capital Modelling and Exposure Management teams.

The role demands strong data analysis, ability to produce reports, and clear communication to senior stakeholders; reporting to the Senior Risk Analytics Manager; deadline 11 Oct 2026.