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| Job Location | London |
| Education | Not Mentioned |
| Salary | Salary not specified |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Due to the continued growth of our FS Risk Consulting Department, we are looking for a Quantitative Analyst to join the Quantitative Finance Team based in London. You will mainly interact with banks but also insurance companies, large corporates and servicecompanies on a variety of projects.Job RoleContribute 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 masters degree in a quantitative discipline e.g. mathematics, statistics, quantitative finance- 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++- Ability to work in a team- Desired experience/skills: model validation and machine learning