Quantitative Analysis - Market Risk - Associate Director (4585)

MAZARS LIMITED; London; On-site; GBP 150,000 - 200,000; Full time

Job summary

A leading global professional services network in London is seeking a seasoned professional in quantitative risk management. The role involves leading interdisciplinary teams, developing and validating risk models, and providing thought leadership. Candidates should have 7-10 years of relevant experience in financial services, particularly in derivatives pricing and market risk management. The company offers a dynamic and collaborative environment, and opportunities for continuous professional development.

Benefits

Dynamic work environment

Opportunities to work with global financial institutions

Continuous professional development

Qualifications

• Minimum of 7-10 years of relevant experience in quantitative modelling or risk advisory.
• Demonstrated experience in derivatives pricing and stochastic modelling techniques.
• Excellent analytical skills with ability to communicate complex concepts.

Responsibilities

• Lead multidisciplinary engagements and manage client relationships.
• Develop and validate quantitative risk models.
• Provide thought leadership in regulatory requirements and best practices.
• Lead project teams and mentor junior members.

Skills

Quantitative modelling

Market risk management

Derivatives pricing

Statistical methods including AI/ML

Programming (Python, R, C++)

Job description

Responsibilities

• Lead small and large 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 (Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices.
• Lead project teams, mentor and supervise 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 (Python, R, C++).
• Excellent analytical and problem-solving skills with the ability to clearly communicate complex quantitative concepts 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.

About Forvis Mazars

Forvis Mazars is a leading global professional services network operating in over 100 countries. We are committed to providing exceptional client service across audit & assurance, tax, and advisory services. We foster a diverse, inclusive culture that values teamwork, agility, and individual contribution. We support our people to reach their full potential and are committed to inclusion and accessibility throughout our recruitment process.