Interim Quantitative Modeler

5 days ago

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

About the Role

Grant Thornton's Agile Talent Community is a network of contract professionals who work alongside our permanent teams and clients on a project-by-project basis. As an Interim Quantitative Modeler, you will have the opportunity to work in Financial Services Business Risk Services (FS BRS), providing market-leading risk, control, and governance services to the financial services industry.

Key Responsibilities

As a Quantitative Finance expert, you will be responsible for:

  • Developing and implementing quantitative models for risk management and financial analysis.
  • Collaborating with clients and internal teams to identify and mitigate financial risks.
  • Staying up-to-date with regulatory requirements and industry developments.

Requirements

To be successful in this role, you will need:

  • Previous experience in quantitative modeling 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 knowledge of financial markets, instruments, and pricing.
  • Excellent data literacy and programming skills, with proficiency in languages such as Python, Excel, and LaTeX.

What We Offer

As a member of our Agile Talent Community, you will have the opportunity to:

  • Work on diverse projects and develop new skills.
  • Collaborate with experienced professionals and build your network.
  • Enjoy a supportive and inclusive work environment.

How to Apply

If you are a motivated and experienced Quantitative Finance professional looking for a new challenge, please submit your CV and a brief introduction to express your interest in this role. We look forward to hearing from you

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