AVP Quant Analyst - Credit Risk Modelling & Valuation

MAZARS UK; Greater London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading global professional services network is looking for a Quant Analyst (AVP Level) in London. The role involves delivering quantitative finance projects, particularly in credit risk modelling. Candidates should hold a Master's degree in a quantitative domain and have experience in derivative pricing and quantitative risk management. This position fosters collaboration and values diversity, providing opportunities to contribute from day one while working with a diverse client base.

Qualifications

• Experience in credit risk modelling required.
• Advanced knowledge in derivative pricing and quantitative risk management.
• Strong experience in either Python, R or C++.

Responsibilities

• Contribute to multidisciplinary engagement teams delivering quantitative finance projects.
• Cross-asset derivative pricing including calibration of models.
• Model validation for quantitative risk management models.
• Implementation review of accounting standards.
• Support business development and prepare client proposals.

Skills

Credit risk modelling (IFRS 9, IRB modelling)

Derivative pricing

Quantitative risk management

Python

R

C++

Education

Master's degree in a quantitative discipline (Mathematics, Statistics, Quantitative Finance)

Job description

A leading global professional services network is looking for a Quant Analyst (AVP Level) in London. The role involves delivering quantitative finance projects, particularly in credit risk modelling. Candidates should hold a Master's degree in a quantitative domain and have experience in derivative pricing and quantitative risk management. This position fosters collaboration and values diversity, providing opportunities to contribute from day one while working with a diverse client base.