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Volunteer recognition

All volunteers are entitled to wear one of our specially commissioned silver volunteer recognition pins (gold for IFoA Council members)

Created in 2012, silver volunteer recognition pins are not only a mark of recognition but allow volunteers to support other members by acting as 'volunteer ambassadors' at our conferences and events.

      Gold volunteer pin given to Council membersSilver volunteer pin

New 'digital volunteer recognition pin' - launched November 2019

As a result of a suggestion from an IFoA volunteer we have created digital volunteer recognition pins for use on email signatures and sharing on social media, so that volunteers can display their commitment to the profession and encourage colleagues and peers to volunteer.  There are three designs to select from.

Badge volunteer

“Volunteering for the profession is a fantastic way to help advance actuarial science and provides volunteers with valuable personal and professional development opportunities. The silver volunteer recognition pins were launched back in 2012 and with the new digital pins members can promote the importance of volunteering through their network more frequently.”

Ben Stroud – Secretary of the Value of with-profits for consumers working party and CPD
Co-ordinator for the FCA

How to request a pin or digital pin

Anyone who is an IFoA volunteer and would like to receive a pin should contact Debbie Atkins.

Contact Details

If you have enquiries about volunteering please contact the Engagement team

The Engagement team will respond to your email within three working days and often sooner.

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E.g., 04/03/2021
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E.g., 04/03/2021

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.