Forvis Mazars is a leading global professional services network providing audit and 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, tran