Quantitative Analysis - Associate Director

JR United Kingdom; London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading global professional services network is seeking an experienced Associate Director in London to join their Market Risk advisory practice. This role involves delivering innovative quantitative solutions, managing client relationships, and providing thought leadership in risk methodologies. The ideal candidate will have 7-10 years of experience in quantitative modelling and risk management, with strong analytical skills and proficiency in programming languages such as Python, R, and C++. Join a dynamic and inclusive environment with opportunities for professional development.

Benefits

Dynamic work environment

Opportunities for impactful projects

Continuous professional development

Qualifications

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

Responsibilities

• Lead multidisciplinary engagements and manage client relationships.
• Develop, validate, and implement quantitative risk models.

Skills

Analytical Skills

Communication

Tools

Python

R

C++

Job description

Quantitative Analysis - Associate Director, London

Client: Forvis Mazars

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 4

Posted: 12.05.2025

Expiry Date: 26.06.2025

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. You will leverage your deep quantitative expertise to advise on risk measurement, modelling, and regulatory compliance, contributing to clients' strategic decision-making.

Responsibilities

• Lead multidisciplinary engagements and manage client relationships, providing advanced quantitative analysis and modelling for 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, and industry best practices.
• Lead project teams, mentor junior staff, and ensure high-quality delivery.
• Support business development, including identifying opportunities and developing proposals.

What are we looking for?

• 7-10 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services.
• Experience in derivatives pricing, stochastic modelling, AI/ML, and programming (Python, R, C++).
• Strong analytical skills with the ability to communicate complex concepts to non-technical stakeholders.

What we offer?

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

About Forvis Mazars

Forvis Mazars is a leading global professional services network operating in over 100 countries. We are committed to providing an exceptional client experience across audit, tax, and advisory services. Our culture values diversity, inclusion, teamwork, and innovation, empowering our people to reach their full potential.

We are dedicated to fostering an inclusive environment and are committed to accessibility in our recruitment process. Please contact us if you require any accommodations during your application.

Visit forvismazars.com/uk to learn more.