Quantitative Analysis - Associate Director

Forvis Mazars; London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading company in financial services is seeking an experienced Associate Director for their Market Risk advisory practice. The role involves delivering innovative quantitative solutions, managing client relationships, and mentoring junior team members. You'll work with top financial institutions on impactful projects while contributing to strategic decision-making through advanced quantitative analysis.

Benefits

Collaborative Work Environment

Professional Development Opportunities

Tailored Training and Mentorship

Qualifications

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

Responsibilities

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

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

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

What are we looking for?

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

What we offer?

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