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Executive Leadership Team

Chief Executive Officer

Stephen Mann

Stephen MannOriginally qualified as a lawyer, Stephen has worked extensively with the actuarial community throughout a career in financial services. He has been a Board Director of the Aviva Life business, responsible for strategy, business services, and major capital projects. More recently he served as Chief Executive Officer at the Police Mutual Group.

Stephen has also been Chair of Aviva’s With Profits Committee and UK retail investment business, a non-executive director at ALICO UK and the independent member of the Audit and Risk Committee at The College of Policing.

He is a Fellow of the Institute of Directors and The Pensions Management Institute, and a trustee of The Police Arboretum Memorial Trust.

Stephen holds an LLB from Cardiff University and began his career as a solicitor in private practice in the City. He is married with two children.

IFoA Executive Leadership Team

Leadership team

Front row, left to right: Annette Spencer, Director of Public Affairs and Research; Kate Shasha, Chief of Staff; Stephen Mann, Chief Executive Officer; Anne Moore, Chief Operating Officer.

Back row, left to right: Sarah Sim, Director of Markets Development; Ben Kemp, General Counsel; Clifford Friend, Director of Engagement and Learning.

Not pictured: Jo Jones, Deputy Chief of Staff/Secretariat.

Contact Details

Jo Jones, Deputy Chief of Staff provides the Secretariat to the Executive Leadership Team

jo.jones@actuaries.org.uk

I will try to respond to email queries within five working days.

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Events calendar

  • Finance in the Public Interest Series

    16 March 2021 - 23 March 2021

    Spaces available

    There is widening debate that many of our social, financial and regulatory institutions need to be rethought so that we can create more sustainable futures, particularly in light of the Covid-19 pandemic, the policy/macro-economic response to the pandemic and how it affects consumers, as well as the impending climate crisis. This multi-day series of three keynote webinars, individually presented by leading economist John Kay, Sir Paul Collier, Professor of Economics and Public Policy at the Blavatnik School of Government, Ashok Gupta, Chair at Mercer Ltd, and Nico Aspinall, Chief Investment Officer at B&CE, will open up discussion on these essential topics. The series will culminate in a panel session with Chief Economist of the Bank of England, Andy Haldane.

  • The price is righter

    16 March 2021

    Spaces available

    This webinar provides an overview of the state of the UK protection market, and how different insurers are using different levels of sophistication to price (such as using customer demand models). It considers how insurers have implemented these sophisticated pricing techniques, and the practical challenges they have faced.

  • Spaces available

    This discussion will revolve around the latest industry developments including and introduction to Part VII transfers and Schemes of Arrangement (process, parties involved and recent events), insights and lessons from recent with-profits transactions and restructurings (including Equitable Life and Pru-Rothesay), how firms can apply these learnings to future arrangements, and the outlook for future with-profits transactions and restructurings (including the impacts of Covid-19 and Brexit)

     

  • Spaces available

    What is stewardship and how has the landscape changed under the 2020 UK Stewardship Code? How does effective stewardship create long term value for beneficiaries and what roles do asset owners and asset managers play in active stewardship. This webinar will offer answers to these questions in a practical approach to stewardship reporting.

  • Spaces available

    Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work.