Junior Quant Analyst - London, United Kingdom - Mazars
Description
The Advisory and Consulting Service Line is a rapidly growing, award winning global group of successful teams working together to present a go to market differentiator whilst delivering the quality of work for our clients.
Due to the continued growth of our Risk Consulting Department, we are looking for a Quantitative Analyst to join the Quantitative Finance Team based in London.
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
- Contribute to Mazars' regulatory watch activities by writing articles or providing technical content
- Support business development by preparing client proposals
- Help with administrative tasks (such as training and recruitment)
Person Specification
- Holds a 2.1 or above master's degree in a quantitative discipline e.g. mathematics, statistics, quantitative finance
- Holds relevant and recent quantitative experience within a financial institution or a consulting environment
- Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities
- Strong significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling
- Strong experience in either of Python, R or C++
- Excellent stakeholder management and time management skills
- Ability to work in a team
- People management skills, mentoring junior members
- Desired experience/skills: model validation and machine learning
Inclusion and Diversity At Mazars inclusion and diversity are central to our values. We recognise that being an inclusive and diverse organisation makes us stronger as a business.
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