Quantitative Analyst - Market Risk

MAZARS UK • TRAFFIC • London, Not Specified, United Kingdom • 1d ago

Quantitative Analyst - Market Risk (4680)

Forvis Mazars is an engine for rapid and consistent career progression, offering individually designed career paths that help you pursue your interests, match your changing needs, and explore your true potential. We work with diverse, prestigious clients across a range of sectors and geographies, giving you the opportunity to constantly update and grow your skills for lifelong professional development.

Due to the continued growth of our FS Risk Consulting Department, we are looking for an experienced Quantitative Analyst to join the Quantitative Finance Team based in London. You will mainly interact with banks but also insurance companies, large corporates and service companies on a variety of projects.

About the role

Contribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clients:

Cross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practices
Model validation for small to large size clients, for quantitative risk management models such as (PD/LGD, VaR, Expected Shortfall, EPE/PFE)
Implementation review of accounting standards such as FRTB, IFRS9, CECL
Development of internal pricing libraries and tools (e.g. C/ECL, stress testing)
Oversee summer internship projects
Support business development by preparing client proposals
Help with administrative tasks (such as training and recruitment)

What are we looking for?

Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities
Significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling
Strong experience in using either of Python, R or C++
Ability to work in a team and individually
Desired experience/skills: model validation and machine learning

About Forvis Mazars

Forvis Mazars is a leading global professional services network. The network operates under a single brand worldwide, with just two members: Forvis Mazars LLP in the United States and Forvis Mazars Group SC, an internationally integrated partnership operating in over 100 countries and territories.

Both member firms share a commitment to providing an unmatched client experience, delivering audit & assurance, tax and advisory services around the world. Together, our strategic vision strives to move our clients, people, industry and communities forward. Through our reach and areas of expertise, we help organisations respond to emerging sustainability issues in the global marketplace including human rights, climate change, environmental impacts and culture.

We are one diverse, multicultural, multi-generational team with a huge sense of connection and belonging. This is a place where you can take ownership of your career, get involved, believe in yourself and put your ideas into action.

At Forvis Mazars, we empower our people and celebrate individuality. We thrive on teamwork and are agile. We have bold foresight and give people the freedom to make a personal contribution to our shared purpose. We support one another to deliver quality, create change and have a deeper understanding, to help make an impact so that everyone can reach their full potential.

Being inclusive is core to our culture at Forvis Mazars; we want to ensure everyone, whether in the recruitment process or beyond is fully supported to be their unique self. To read more about our approach click here.

Our aim is to make the recruitment process as accessible and inclusive as possible - please contact us to discuss any changes you may require so we can work with you to support you throughout your application.

Visit to learn more.

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