Quantitative Analysis - Market Risk - Manager OR Associate Director (4585)

MAZARS LIMITED; London; On-site; GBP 75,000 - 120,000; Full time

Job summary

A leading global professional services network is seeking an experienced Associate Director for their Market Risk advisory practice in London. The role involves providing advanced quantitative solutions, managing client relationships, and leading project teams in a dynamic, inclusive environment.

Benefits

Dynamic, collaborative work environment

Opportunities with global financial institutions

Continuous professional development

Qualifications

• Minimum of 7-10 years in quantitative modelling and market risk.
• Experience with derivatives pricing and AI/ML programming.
• Strong analytical and problem-solving skills.

Responsibilities

• Lead client relationships and manage multidisciplinary engagements.
• Develop and validate quantitative risk models.
• Support business development and identify new opportunities.

Skills

Quantitative modelling

Market risk management

Derivatives pricing

Statistical methods

Programming

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.

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, 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.
• Experience in derivatives pricing, stochastic modelling, statistical methods including AI/ML, and programming (e.g., Python, R, C++).
• Excellent analytical and problem-solving skills, with the ability to communicate complex concepts clearly to non-technical stakeholders.

What we offer?

• A dynamic, collaborative, inclusive work environment.
• Opportunities to work with leading global financial institutions on impactful projects.
• 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 US and Forvis Mazars Group SC, operating in over 100 countries. We are committed to providing an unmatched client experience across audit & assurance, tax, and advisory services.

Our strategic vision is to move clients, people, industry, and communities forward, responding to emerging sustainability issues such as human rights, climate change, and environmental impacts. We are a diverse, multicultural team that values ownership, involvement, and individual ideas. We empower our people, celebrate individuality, and foster teamwork and agility.

Inclusivity is at our core. We aim to make our recruitment process accessible and inclusive—please contact us for any support needed during your application. Learn more at forvismazars.com/uk.