Quantitative finance and accounting modelling

At Forvis Mazars, we recognise that organisations require bespoke and optimised methodologies to thrive in an increasingly intricate financial landscape. With a prominent understanding of the modern financial world, we have a deep knowledge of technical expertise, tools, and attested credentials to effectively address your financial challenges.

How can we help?

Our aim is to develop bespoke solutions for our clients, using cutting-edge programming tools based on complex mathematical concepts and regulatory expertise, while following a client-focused approach.

At Forvis Mazars, our team of quantitative finance specialists provides a wealth of industry knowledge from audit and advisory roles with small to large financial services institutions. With strong coding skills and a profound understanding of the sector, we consistently bridge the gap between mathematical precision and real-world financial challenges. Our consultants specialise in market risk, credit risk, counterparty credit risk, climate risk, and liquidity risk, as well as machine learning, AI, and big data models.

Our offerings include: 

• Independent price validation for complex financial products (cash instruments and derivatives); 
• Development of Python and R pricing libraries for derivatives and mortgage portfolios; 
• Implementation of market risk internal models in line with FRTB; 
• ECL modelling following IFRS9 guidelines for credit risk; 
• Credit modelling for regulatory capital requirements (IRB models); 
• Climate risk analysis and modelling through existing financial risk (market, credit and operational risk); 
• Automated modelling of liquidity risk;  
• Capital optimisation through industry best practices.