Junior Quant Analyst - Credit Risk Modelling (5271) 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 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 Role Contribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clients Cross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practices Model 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, CECL Development of internal