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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.
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