full-time
Market Risk / CCR - Quant Analyst (AVP/VP Level)
Mazars
- Employer
- Mazars
- Location
- London
- Working pattern
- on-site
About the role
Lead multidisciplinary engagements and provide advanced quantitative analysis to address complex market risk challenges. Develop, validate, and implement quantitative risk models while providing thought leadership on regulatory requirements and industry best practices. Requires 3-8 years of experience in quantitative modelling, market risk management, or risk advisory within financial services. Candidates must demonstrate proficiency in derivatives pricing, stochastic modelling, and programming languages such as Python, R, or C++.