If there's no retaining screw and you anticipate forceful counterclockwise action (as when unscrewing), apply a small amount of threadlocking compound to the spindle thread.

Use a medium-strength variety, not the kind you'll have to heat with a blowtorch if you need to take off the chuck again at a later stage!

Screw the chuck onto the spindle as far as it will go. You don't need to tighten it with excessive force, it will tighten itself with normal use.