Specifically, you will support the financial services audit and assurance team in the valuation of various complex financial instruments including the assessment of the valuation models/methodologies underpinning these processes. You will work also closely, as a key member of the wider Mazars quantitative services team in Mazars Group, with our specialists in our London and Paris offices on international and cross-border assignments.
Within the quantitative finance team at Mazars your role will involve projects such as:
- Supporting the audit team reviewing and mitigating the key audit risks inherent in valuation and impairment models by providing expert input and challenge to our client’s processes, models, methodologies and valuations.
- Reviewing and critically challenging financial instruments pricing: vanilla and complex derivatives (interest rates, credit, equity, etc.)
- Work closely with our quantitative services teams in London and Paris on international banking, capital markets and insurance assignments (e.g. credit modelling; credit modelling validation; market modelling; market model validation; support for implementation of Solvency II/ Basel II & Basel III etc)
- Expectation to participate in the active growth of our Quantitative finance services offering by contributing to multiple client engagement teams and working with a wide variety of clients to deliver professional services
- Accounting standards implementation review (IFRS 9 and IFRS 13) on subjects of particular importance to the industry (financial instruments pricing, hedge effectiveness tests, CVA / DVA estimation, credit risk models);
- Technological monitoring, tools development for our internal library;
- Manage project execution and delivery of client engagements;
- Contribute to Mazars’ regulatory watch and thought leadership activities by writing articles, providing technical content and monitoring/critically assessing upcoming developments
- Assist in the development of training, engagement procedures and methodologies.
- Holds a relevant qualification specialising in mathematics applied to finance or actuarial studies
- Holds significant relevant and recent quantitative experience within an auditing, consulting or banking environment
- Advanced knowledge in random modelling, statistics and probabilities
- Strong significant experience in Credit and/or Market risk
- Strong experience in Python, R and SAS, Numerix
- Excellent project management and stakeholder management skills and experience
- Motivated by business development activities
- Ability to work in a team
- People management skills and experience, especially supervising and coaching team members
For more information please email RECRUITMENT@MAZARS.IE
with the reference number 19-29
Mazars is an Equal Opportunities Employer
In applying for a role with us, you consent that Mazars will process your personal data for the purpose of handling your application.
Mazars endeavours to recruit and fill vacancies directly. However, at times when we do need to engage with agencies, Mazars operates within a preferred supplier list (PSL) and only work and partner with recruitment suppliers where our agreed contractual terms are in place. If unsolicited CVs are received from agencies, we will not be liable for payment of introduction fees. Thank you for your co-operation.