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Quantitative Modeler
2 months ago
Grant Thornton's Agile Talent Community is a network of contract professionals that offers the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis while being supported by our dedicated Agile Talent team.
We are seeking a skilled Quantitative Modeler to join our Financial Services Business Risk Services (FS BRS) team. As a member of our Agile Talent Community, you will have the freedom to work on projects that you choose, whether full or part-time within FS BRS and support our clients and internal teams on short to medium-term assignments.
Key Responsibilities:- Develop and maintain quantitative models for financial services clients, including market risk and counterparty credit risk models.
- Collaborate with clients and internal teams to understand their risk management needs and develop solutions to address those needs.
- Stay up-to-date with regulatory requirements and industry developments related to quantitative finance and risk management.
- Communicate complex technical information to non-technical stakeholders.
- Previous experience in quantitative modeling, preferably in the financial services industry or a similar consultancy.
- Subject matter expertise in finance, data, and programming, with a focus on market risk or counterparty credit risk models.
- Strong understanding of financial markets, instruments, and risk concepts, including Greeks, hedging, VaR, and P&L explanations.
- Excellent data literacy and proficiency in programming languages such as C++, C#, F#, and Python.
As a member of our Agile Talent Community, you will have the opportunity to work on a variety of projects, develop new skills, and be part of a dynamic and supportive team. You will also have access to training and development opportunities, as well as the chance to network with other professionals in the industry.
