Interim Quantitative Modeler

1 month ago


London, United Kingdom in Newbury Full time

Grant Thornton’sAgile Talentmunity is a network of contract professionals, giving youthe opportunity to work with our clients and alongside Grant Thorntonteams on a project-by-project basis whilst being supported by ourdedicated Agile Talent team.

Joining us in Advisory andFinancial Services Business Risk (FS BRS) team

We helpand support clients achieve their strategic goals by guiding themthrough new legislation changes and helping to navigate accounting,regulatory, technology and operating model change. The world around usis changing and our teams help clients remain agile and adapt to thesechanges and stay ahead of thepetition.

Grant Thornton’sFinancial Services Business Risk Services (FS BRS) team providesmarket-leading risk, control andernance services to the financialservices industry, working with clients from the insurance, bankingand investment management industries and beyond. Our key offerings areinternal audit (outsource and co-source) finance and riskmanagement,pliance and technology.

Skills we’re lookingfor

  • Previous Quantitative Modeling experience gainedwithin Financial Services industry or a similar Consultancy.
  • Subject Matter Expert (SME) in either Finance, Data andPrograming, Market Risk OR Counterparty Credit Risk (CCR) models.
  • Quantitative Finance Skillset: Basic FinancialTheory: Interest rates, time series, portfolio construction,Stochastic calculus, use of probability distributions etc. FinancialMarkets: General and asset-class specific understanding (IR, FX, andCredit). Financial instruments and their pricing: Bonds, Forwards,Futures, Swap, Options. Basics of Financial Analysis (curve-building,forward prices, implied volatilities). Risk concepts (Greeks, Hedging,VaR, P&L explains, Counterparty Exposures, etc.).
  • Data and Programming Skillset: Excellent data literacy isessential. Depending on the current practice in the specific team thismay include various levels of programming in C++/C#/F#, andincreasingly a proficient level of Python, Excel and LaTeX. A workingknowledge of numerical methods and related topics (Monte Carlo andHistorical simulation, time series models, appliedstatistics/probability/econometrics etc.) is key.
  • Market Risk Models Skillset: Familiarity with model regulation,the standardised and Internal Model Approach (IMA) that the bank canuse to manage Market Risk and its associated capital requirements, andthe Fundamental Review of the Trading Book (FRTB).
  • Counterparty Credit Risk (CCR) Models Skillset: Familiaritywith model regulation, the standardised and Internal Model Method(IMM) that the bank can use to manage CCR and its associated capitalrequirements. Familiarity with the closely-related models, SIMM orXVA, can also be useful.

As an Interim Quantitative Modeler working for GrantThornton’s Financial Services Business Risk (FS BRS) team you will beexposed to a variety of short- to medium-term projects with our variedportfolio of Financial Services clients and beyond, and will have thecontinuous opportunity to work with us within our project-by-projectbased operating model.

What’s in it for you

As a member of our Agile Talentmunity, you’ll have the freedom towork on projects that you choose, whether full or part time. We knowthere is more to life than work, and that you may have otherprofessional or personal obligations, and we will help to ensure youhave the right balance.

Your development is important to usand as part of the Agile Talentmunity you will be able to workalongside our permanent teams as well as our clients, giving youvariety and opportunity to develop new skills. Our team is here tosupport you, with finding new projects as well as navigating thefreelance regulation.

As a member of ourmunity, you willalso be invited to events, which can help your wellbeing, educate youabout the market you operate in, help you connect with the business aswell as other members of themunity.

Doing what’s rightahead of what’s easy

Embracing uniqueness, the cultureat Grant Thornton thrives on the contributions of all our people andthose who work alongside our teams, we never settle for what is easy,we look beyond to deliver the right thing, for everyone. Building aninclusive culture, where we value difference and respect each otherhelps everyone to perform at the best of their ability and realisetheir potential.

Our open and accessible culture means thatthe things that set you apart, we value them. That’s why we give youthe freedom to bring your whole self to work.

How tojoin

You’ll first apply through our applicationwebsite. We’ll ask you for your CV and some basic details. If yourskills match what we are looking for, one of our recruiters will getin touch and walk you through the interview process.

Ifthere’s interest to continue, we’ll invite you to an interview withsome of our key business leads.If successful, the final step will betoplete the onboarding process and background checks.Once your offerhas been signed,you’llbe invited to join our Agile Talentmunity andyou’ll be ready to start working with our team to find the rightopportunity 

#J-18808-Ljbffr

  • London, United Kingdom Grant Thornton UK LLP Full time

    Who we areAre you ready to apply Make sure you understand all the responsibilities and tasks associated with this role before proceeding.Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by...


  • London, England, United Kingdom Grant Thornton UK LLP Full time

    Who we areAre you ready to apply Make sure you understand all the responsibilities and tasks associated with this role before proceeding.Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by...


  • London, United Kingdom Grant Thornton UK LLP Full time

    Who we are Find out more about the daily tasks, overall responsibilities, and required experience for this opportunity by scrolling down now.Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported...


  • London, United Kingdom Grant Thornton UK LLP Full time

    Job Description Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated Agile Talent team. Joining us in Financial Services Business Risk Services (FS BRS) We help...


  • Greater London, United Kingdom Grant Thornton UK LLP Full time

    Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated Agile Talent team. Joining us in Financial Services Business Risk Services (FS BRS) We help and support...


  • Greater London, United Kingdom Grant Thornton UK LLP Full time

    Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated Agile Talent team. Joining us in Financial Services Business Risk Services (FS BRS)We help and support clients...


  • Greater London, United Kingdom Grant Thornton UK LLP Full time

    Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated Agile Talent team. Joining us in Financial Services Business Risk Services (FS BRS)We help and support clients...


  • Greater London, United Kingdom Grant Thornton UK LLP Full time

    Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated Agile Talent team. Joining us in Financial Services Business Risk Services (FS BRS)We help and support clients...

  • Quantitative Trader

    5 days ago


    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...


  • London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...


  • London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...


  • London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...


  • London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...

  • Quantitative Modeler

    2 months ago


    London, United Kingdom Harrington Starr Full time

    Quantitative Modeler - Basketball London based Competitive salary I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will work extensively on probabilistic models. Looking for: Previous...

  • Quantitative Modeler

    2 months ago


    London, United Kingdom Harrington Starr Full time

    Quantitative Modeler - Basketball London based Competitive salary I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will work extensively on probabilistic models. Looking for: Previous...

  • Quantitative Modeler

    2 months ago


    London, United Kingdom Harrington Starr Full time

    Quantitative Modeler - BasketballLondon basedCompetitive salaryI'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will work extensively on probabilistic models.Looking for: Previous quantitative...

  • Quantitative Modeler

    2 months ago


    London, United Kingdom Harrington Starr Full time

    Quantitative Modeler - BasketballScroll down to find the complete details of the job offer, including experience required and associated duties and tasks.London basedCompetitive salaryI'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join...

  • Quantitative Modeler

    1 month ago


    London, United Kingdom Harrington Starr Full time

    Quantitative Modeler - BasketballScroll down to find the complete details of the job offer, including experience required and associated duties and tasks.London basedCompetitive salaryI'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join...

  • Quantitative Modeler

    1 month ago


    London, United Kingdom Harrington Starr Full time

    Job Description Quantitative Modeler - Basketball London based Competitive salary I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will work extensively on probabilistic models. Looking...

  • Quantitative Modeler

    2 months ago


    London Area, United Kingdom Harrington Starr Full time

    Quantitative Modeler - Basketball London based Competitive salary I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will work extensively on probabilistic models. Looking for: Previous...