Quantitative Analyst - Market Risk (4680) 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 an experienced 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 preparing client proposals Help with administrative tasks (such as training and recruitment) What are we looking ..... full job details .....