A work roll assembly for a cantilever-type rolling mill includes a work roll shaft which is drivable from one end and which has a locating spigot extending axially outward of the shaft at its other end. The annular work roll to be mounted to said shaft has an axial recess to receive the spigot. A hydraulic device is provided to urge the roll into engagement with the shaft so as to axially locate the work roll. The locating spigot is expandable in a radial direction to engage the cylindrical inner surface of the work roll recess so as to radially locate the roll to the shaft.