Quantitative Analyst (4422)
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 a range of sectors and geographies, giving you the opportunity to constantly update and grow your skills for lifelong professional development.
Due to the continued growth of our FS Risk Consulting Department, we are looking for a Quantitative Analyst to join the Quantitative Finance Team based in London. You will mainly interact with banks but also insurance companies, large corporates and service companies on a variety of projects.
About the role
Contribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clients:
Cross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practices
Model validation for small to large size clients, for quantitative risk management models such as (PD/LGD, VaR, Expected Shortfall, EPE/PFE)
Implementation review of accounting standards such as FRTB, IFRS9, CECL
Development of internal pricing libraries and tools (e.g. C/ECL, stress testing)
Oversee summer internship projects
Support business development by pr...