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Job DescriptionForvis Mazars is a leading global professional services network providing audit & 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.Interested in this role You can find all the relevant information in the description below.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 PurposeWithin the Quantitative Finance team of the Risk Consulting department, you will interact mainly with banks on a variety of projects related to Market Risk, Counterparty Credit Risk, Credit Risk and Climate Risk. You will hold or about to hold a master's degree in Quant Finance, Mathematics or Statistics.Job RoleContribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clientsCross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practicesModel 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, CECLDevelopment of internal pricing libraries and tools (e.g. C/ECL, stress testing)Oversee summer internship projectsContribute to Mazars' regulatory watch activities by writing articles or providing technical contentSupport business development by preparing client proposalsHelp with administrative tasks (such as training and recruitment)Person SpecificationMust have experience in credit risk modelling (IFRS 9, IRB modelling)Holds a 2.1 or above Master's degree in a quantitative discipline e.g. mathematics, statistics, quantitative financeAdvanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilitiesStrong significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modellingStrong experience in either of Python, R or C++Ability to work in a teamDesired experience/skills: modelvalidation and machine learningDiversity, Equity & InclusionAt Forvis Mazars diversity, equity and inclusion are central to our values. We value our people's unique backgrounds, perspectives, and experience, and know this diversity create better outcomes for our clients.We seek to attract, develop, and retain the best talent, inclusive of sex, ethnicity, disability, socio-economic background, sexual orientation, gender identity, nationality, and faith.We select candidates based on skills, knowledge, qualifications, and experience and aim to support all our team members to reach their potential. xjdpvnf At Forvis Mazars, we promote an environment in which you cangrowyour skills,belongto a team that values your ideas, and make animpactthat matters.