Climate Risk Quant - Senior Consultant

CompanyForvis Mazars in the UK

LocationLondon Area, United Kingdom

Posted At1/23/2026

UK Visa Sponsorship Analytics

Occupation Type

Management consultants and business analysts

Occupation Code Skill LevelHigher Skilled

Sponsorship Salary Threshold

£50,200 (£25.74 per hour)

Occupation rate applies

Above analytics are generated algorithmically based on job titles and may not always be the same as the company's job classification. You can also check detailed occupation eligibility, and salary criteria on our UK Visa Eligible Occupations & Salary Thresholds page.

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Description

Forvis 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.

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, transition risk models)

Oversee summer internship projects

Contribute to Forvis Mazars' regulatory watch activities by writing articles or providing technical content

Support business development by preparing client proposals

Help with administrative tasks (such as training and recruitment)

The Person

Must have experience in credit risk modelling (IFRS 9, IRB modelling)
Must hold a 2:1 or above Master's degree in a quantitative discipline e.g. mathematics, statistics, quantitative finance
Advanced level of knowledge in quantitative risk management (covering credit and climate risk), stochastic calculus, modelling, statistics and probabilities
Strong and significant experience in credit (PD & LGD modelling) and climate (physical risk, transition risk) risk modelling

Advanced level of technical experience in using Python

Desired experience/skills: model development and model validation

Ability to work in a team

Diversity, Equity & Inclusion

At 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.

At Forvis Mazars, we promote an environment in which you can grow your skills, belong to a team that values your ideas, and make an impact that matters