Senior Market Risk Quant Analyst – CCR & xVA Lead

Forvis Mazars in the UK is seeking an experienced Senior Consultant to join the Market Risk advisory practice at AVP/VP level. You will deliver quantitative risk analyses, model development, and regulatory guidance for clients across the financial sector.

The role requires 3–8 years in quantitative modelling, market risk, or derivatives pricing, with strong programming skills in Python, R, or C++. You will lead projects, mentor teams, and contribute to business development while working in a

#J-18808-Ljbffr…