Quantitative Analysis - Market Risk - Associate Director

Forvis Mazars; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading global professional services network is seeking an experienced Associate Director for their Market Risk advisory practice. The role focuses on delivering innovative quantitative solutions, advising clients on risk measurement and regulatory compliance, and contributing to strategic decision-making. Candidates should have extensive experience in quantitative modelling and market risk management, along with strong analytical skills. This position offers a collaborative work environment and opportunities for professional development.

Benefits

Collaborative Work Environment

Continuous Professional Development

Mentorship Opportunities

Qualifications

• Minimum of 7-10 years in quantitative modelling or risk advisory.
• Experience in derivatives pricing and stochastic modelling.

Responsibilities

• Lead multidisciplinary engagements and manage client relationships.
• Develop, validate, and implement quantitative risk models.
• Provide thought leadership in regulatory requirements and derivatives pricing.

Skills

Quantitative Modelling

Analytical Skills

Problem Solving

Tools

Python

R

C++

Job description

About the role

We are seeking an experienced Associate Director to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance, contributing directly to their strategic decision-making process.

Responsibilities

1. Lead multidisciplinary engagements and manage client relationships, providing advanced quantitative analysis and modelling to address complex market risk challenges.
2. Develop, validate, and implement quantitative risk models (including cVaR, CCR, and xVA).
3. Provide thought leadership in quantitative methodologies, regulatory requirements (e.g., Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices.
4. Lead project teams, mentor junior team members, and ensure high-quality delivery.
5. Support business development, including identifying new opportunities and developing proposals.

What are we looking for?

1. Minimum of 7-10 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services.
2. Experience in derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g., Python, R, C++).
3. Excellent analytical and problem-solving skills, with the ability to communicate complex quantitative concepts clearly to non-technical stakeholders.

What we offer?

1. A dynamic, collaborative, inclusive work environment.
2. Opportunities to work with leading global financial institutions on challenging and impactful projects.
3. Continuous professional development with tailored training and mentorship.

About Forvis Mazars

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

Both firms are committed to providing an unmatched client experience through audit & assurance, tax, and advisory services. Our strategic vision aims to advance our clients, people, industry, and communities, addressing emerging sustainability issues such as human rights, climate change, and environmental impacts.

We are a diverse, multicultural, multi-generational team that values connection and belonging. At Forvis Mazars, you can take ownership of your career, get involved, and turn your ideas into action.

We empower our people, celebrate individuality, and foster teamwork and agility. Our bold foresight allows individuals to contribute personally to our shared purpose, supporting one another to deliver quality and create meaningful change.

Inclusivity is central to our culture. We aim to make our recruitment process accessible and inclusive; please contact us to discuss any accommodations you may need. To learn more, please visit our website.