On the morning of the exam, instead of brushing away their worries with a hearty, ‘you’ll be fine, it’ll be all over in a few hours’, acknowledge their nerves.
Give them an extra tight hug, tell them you’re proud of them and that all they can do is their best.
Afterwards, if they’re unhappy with how the exam went, listen to their fears, comfort them and then move on to the preparation for the next one.
Agree that, while exams are important, they’re not the ultimate measure of a person’s ability (or hire-ability!) and no matter what happens in the exam hall, they will be alright.