Senior Quantitative Analyst

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Senior Quantitative Analyst to join its dynamic Quantitative Finance Team in London. This exciting role offers the opportunity to work with prestigious clients across various sectors, focusing on model validation and quantitative risk management. The ideal candidate will possess advanced knowledge in derivative pricing and strong programming skills in Python, R, or C++. Join a forward-thinking organization that values diversity and innovation, and take your career to new heights in a supportive and collaborative environment.

Qualifications

• Advanced knowledge in quantitative risk management and derivative pricing.
• Significant experience in credit and market risk modeling.

Responsibilities

• Model validation focusing on quantitative risk management models.
• Developing internal pricing libraries and tools for clients.

Skills

derivative pricing

quantitative risk management

stochastic calculus

model validation

machine learning

Python

R

C++

Job description

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About Forvis Mazars

Forvis Mazars is an engine for rapid and consistent career progression, offering individually designed career paths that help you pursue your interests, match your changing needs, and explore your true potential. We work with diverse, prestigious clients across various sectors and geographies, providing opportunities to update and grow your skills for lifelong professional development.

About the role

We are seeking a Senior Quantitative Analyst to join our Quantitative Finance Team in London due to the growth of our FS Risk Consulting Department. You will primarily work with banks, as well as insurance companies, large corporates, and service firms on various projects.

Responsibilities include:

1. Model validation for clients of varying sizes, focusing on quantitative risk management models such as PD/LGD, VaR, Expected Shortfall, EPE/PFE.
2. Reviewing implementation of accounting standards like FRTB, IFRS9, CECL.
3. Developing internal pricing libraries and tools (e.g., C/ECL, stress testing).
4. Supervising summer internship projects.
5. Supporting business development through client proposals.
6. Handling administrative tasks such as training and recruitment.

What are we looking for?

• Advanced knowledge in derivative pricing, quantitative risk management (credit, market, counterparty risk), stochastic calculus, modeling, statistics, and probabilities.
• Significant experience in derivative pricing, credit (PD and LGD modeling), and market (VaR, Expected Shortfall, FRTB) risk modeling.
• Proficiency in Python, R, or C++.
• Ability to work effectively in a team.
• Desired skills include model validation and machine learning.

Our culture and commitment

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 & assurance, tax, and advisory services. Our vision is to advance our clients, people, industry, and communities, especially in addressing sustainability issues like human rights, climate change, and environmental impacts.

We embrace diversity, multiculturalism, and multi-generational collaboration. Our culture encourages ownership, involvement, confidence, and innovation. We empower our employees and celebrate individuality, fostering teamwork, agility, and boldness. We support inclusive practices throughout our recruitment process and beyond—please contact us for any accommodations needed.

Learn more at forvismazars.com/uk.