Quant Manager - Market Risk

Posted 2 days ago by Appcastenterprise

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At Forvis Mazars we have multiple opportunities for you, with exciting career paths that will lead to progression within the firm. A diverse prestigious client list that can offer lifelong professional development with the opportunity to constantly update and grow your skills. You will also have the chance to drive change, deliver impact  and the chance to define and influence the way your role and team works.

Are you looking to make an impact in Quantitative Finance?  Are you looking to grow our business as if it was your own?  And are you looking for open, engaged and collaborative teams?  Then apply to the role today!

About the team

Due to the continued growth of our FS Risk Consulting Department, we are looking for a Market Risk Quantitative Manager 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 

  • You would be expected to participate in the active growth of our Quant practice by contributing to multiple client engagement teams, working with a wide variety of clients to deliver professional services, and lead business development activities on key accounts.
  • Identify likely issues that could impact delivery and leverage Mazars network support as required.
  • Contribute to Mazars' regulatory watch activities by writing articles or providing technical content.
  • Manage project execution and delivery of client engagements, making sure the project is delivered within the agreed timeline and budget.

What are we looking for?

  • Experience in Market Risk IMA FRTB preferred.
  • Model development quant role to design, prototype and document an FRTB-IMA application for Equity and FX products.
  • Market data algorithms (e.g. backfilling algorithms),
  • Non-Modellable Risk Factors.
  • PLAT test
  • Strong experience in Python, R and SAS.

About Forvis Mazars

Forvis Mazars is a leading global professional services network. The network operates under a single brand worldwide, with just two members: Forvis Mazars LLP in the United States and Forvis Mazars Group SC, an internationally integrated partnership operating in over 100 countries and territories.

Both member firms share a commitment to providing an unmatched client experience, delivering audit & assurance, tax and advisory services around the world. Together, our strategic vision strives to move our clients, people, industry and communities forward.??Through our reach and areas of expertise, we help organisations respond to emerging sustainability issues in the global marketplace including human rights, climate change, environmental impacts and culture.

We are one diverse, multicultural, multi-generational team with a huge sense of connection and belonging. This is a place where you can take ownership of your career, get involved, believe in yourself and put your ideas into action.  

At Forvis Mazars, we empower our people and celebrate individuality. We thrive on teamwork and are agile. We have bold foresight and give people the freedom to make a personal contribution to our shared purpose. We support one another to deliver quality, create change and have a deeper understanding, to help make an impact so that everyone can reach their full potential.  

Being inclusive is core to our culture at Forvis Mazars; we want to ensure everyone, whether in the recruitment process or beyond is fully supported to be their unique self. To read more about our approach?click here 

Our aim is to make the recruitment process as accessible and inclusive as possible - please contact us to discuss any changes you may require so we can work with you to support you throughout your application.

Visit uk to learn more.

Reference: 51960601

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