Quantitative Analyst - Market Risk

Forvis Mazars; London; On-site; GBP 40,000 - 70,000; Full time

Job summary

Forvis Mazars is seeking a skilled Quantitative Analyst for its FS Risk Consulting Department in London. The role involves model validation, development of tools, and contributing to client projects across various sectors. A strong background in risk management and proficiency in programming languages such as Python or R is essential for success in this dynamic role.

Qualifications

• Expertise in derivative pricing, risk management, stochastic calculus, statistics required.
• Experience in derivative, credit, and market risk modeling preferred.
• Teamwork and independent working skills are essential.

Responsibilities

• Perform model validation for risk management models.
• Develop pricing libraries and stress testing tools.
• Supervise internship projects and support business development.

Skills

Derivative pricing

Risk management

Stochastic calculus

Statistics

Machine learning

Tools

Python

R

C++

Job description

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Quantitative Analyst - Market Risk, London

Client: Forvis Mazars

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Reference: 4e615e349c1f

Job Views: 30

Posted: 18.06.2025

Expiry Date: 02.08.2025

Job Description:

Forvis Mazars offers rapid and tailored career progression with diverse clients across sectors and geographies, focusing on professional growth.

We are seeking an experienced Quantitative Analyst for our FS Risk Consulting Department in London. The role involves working with banks, insurance companies, corporates, and service firms on various projects.

Role Responsibilities:

• Model validation for risk management models (PD/LGD, VaR, Expected Shortfall, EPE/PFE)
• Review of accounting standards implementation (FRTB, IFRS9, CECL)
• Development of pricing libraries and stress testing tools
• Supervision of internship projects
• Supporting business development through client proposals
• Administrative support (training, recruitment)

Candidate Requirements:

• Expertise in derivative pricing, risk management, stochastic calculus, statistics
• Experience in derivative, credit, and market risk modeling
• Proficiency in Python, R, or C++
• Teamwork and independent working skills
• Preferred skills: model validation, machine learning

About Forvis Mazars:

Global professional services network operating under a unified brand, with offices in over 100 countries, committed to client service excellence and sustainability issues, fostering a diverse and inclusive culture.

We support our employees' growth, encourage individuality, and promote teamwork. Our inclusive culture ensures everyone feels supported throughout the application process. Learn more at forvismazars.com/uk.