Climate Risk Quant - London - Forvis Mazars

    Forvis Mazars
    Forvis Mazars London

    3 days ago

    Description

    Forvis Mazars is a leading global professional services network providing audit & assurance, tax, and advisory services. Forvis Mazars in the UK spans 14 offices across the nation and has over 3,400 professionals, with 190 partners. We have a clear purpose and a shared commitment to shape a better future.

    You'll join a collaborative and inclusive team where you're supported to grow your skills, explore new opportunities, and contribute from day one. You'll work with a diverse client base, develop meaningful connections, and gain experience that extends beyond your local team. Together, we grow, belong and impact.

    Job Purpose


    Within the Quantitative Finance team of the Banking Risk Consulting department, you will interact mainly with banks on a variety of projects related to Credit Risk and Climate Risk. Any previous experience in Market Risk, Liquidity Risk or Sovereign Risk is a plus but not mandatory. You will hold a master's degree in Quant Finance, Mathematics or Statistics.

    The Job Role

    • Contribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clients
    • Model development for small to large size clients, for quantitative risk management models such as transition risk and physical risk models with incorporation into credit risk and other financial risks for multiple asset classes
    • Model validation for small to large size clients, for quantitative risk management models such as (PD/LGD, physical risk models, transition risk models)
    • Oversee summer internship projects
    • Contribute to Forvis 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)

    The Person

    • Must have experience in credit risk modelling (IFRS 9, IRB modelling)
    • Must hold a 2:1 or above Master's degree in a quantitative discipline e.g. mathematics, statistics, quantitative finance
    • Advanced level of knowledge in quantitative risk management (covering credit and climate risk), stochastic calculus, modelling, statistics and probabilities
    • Strong and significant experience in credit (PD & LGD modelling) and climate (physical risk, transition risk) risk modelling
    • Advanced level of technical experience in using Python
    • Desired experience/skills: model development and model validation
    • Ability to work in a team

    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.

    At Forvis Mazars, we promote an environment in which you can grow your skills, belong to a team that values your ideas, and make an impact that matters

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