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Have you been to a site called "BeAnActuary.org"? Links there will show you schools that prepare you for exams. I have hired students studying to be actuaries who have taken risk management courses at the same time at UIUC and UW-Madison.
The term risk management can mean traditional risk management relating to managing exposures covered by insurance and sold by insurance companies. Alternatively, it can mean the broader risk management of all risks a company faces, and has been getting a lot more press since the beginning of the financial crisis. IMO, being an actuary is a wonderful foundation for getting involved in a risk management career in either the traditional insurance field or in the broader risk management field (banking, and other non-financial organizations). Because the actuarial exams require lots of time and effort, I recommend reading up on that first to see if that is a fit.
Check out Temple and Georgia State, too.
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