Market Risk / CCR – Quant Analyst (AVP/VP Level)

Company: Forvis Mazars LLP
Apply for the Market Risk / CCR – Quant Analyst (AVP/VP Level)
Location: London
Job Description:

About the role

We are seeking an experienced Senior Consultant, Manager OR Associate Director (AVP to VP Level) to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance, contributing directly to their strategic decision‑making progress.

Responsibilities

  • Lead small and large multidisciplinary engagements and manage client relationships.
  • Provide advanced quantitative analysis and modelling to address complex market risk challenges.
  • Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA).
  • Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices.
  • Lead project teams, mentor and supervise junior team members, and ensure high‑quality delivery.
  • Support business development initiatives, including identifying new opportunities and developing proposals.

What we are looking for

  • Minimum of 3‑8 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services.
  • Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++).
  • Excellent analytical and problem‑solving skills with the ability to translate complex quantitative concepts clearly to non‑technical stakeholders.

What we offer

  • A dynamic, collaborative, inclusive work environment.
  • Opportunities to work with leading global financial institutions on challenging and impactful projects.
  • Continuous professional development with tailored training and mentorship.

Diversity, Equity & Inclusion

At Forvis Mazars diversity, equity and inclusion are central to our values. We value our people’s unique backgrounds, perspectives, and experience, and know this diversity create better outcomes for our clients. We seek to attract, develop, and retain the best talent, inclusive of sex, ethnicity, disability, socio‑economic background, sexual orientation, gender identity, nationality, and faith. We select candidates based on skills, knowledge, qualifications, and experience and aim to support all our team members to reach their potential.

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Posted: June 26th, 2026