Quantitative Analyst - Market Risk

Social network you want to login/join with: 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. #J-18808-Ljbffr