Quantitative Risk Senior Consultant

We are seeking to recruit a Quantitative Risk Assistant Manager for the Grant Thornton Quantitative Risk Advisory Services team within Financial Services Advisory.

This is an exciting opportunity for an ambitious and motivated person to join our team in the area of financial services and with a focus on the banking sector. This will be a challenging and fulfilling role, where you will be a key member of the team in delivering validation solutions in the areas of risk modelling for our clients in areas such as quantitative risk advisory, advanced analytics, risk measurement and strategy. Particular focus will be on second-line credit risk in banking, covering areas such as IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management.

The role is to develop, lead and oversee the delivery of a variety of engagements, including helping to identify and resolve client issues, and providing updates to the Director or Partner. The successful candidate will be exposed to a variety of jobs, and will be required to independently lead individual engagements.

Main responsibilities:

• Lead: Lead assignments and engagements with banking clients in the areas of specialist quantitative and risk expertise. This will include the provision of specialist expertise in the area of independent model validation to ensure a best in class offering to the market.
• Implement: Implement bespoke quantitative and qualitative frameworks for the implementation of best in class end-to-end independent model validation.  
• Professional Development: Provide expertise and specialist knowledge input and develop a solid understanding of business strategy, products and markets and ensure on-going professional development in contributing to ensuring high quality deliverables.
• Business Development: Contribute to the development of the Firm and deliver on client facing engagements and assignments. Create excellent proposals that show understanding of the market, Client needs and the Firm’s offering. Ensure opportunities are well understood by the Firm and developed by focusing on relationship development.
• Communication: Take responsibility to ensure appropriate outcome of work is communicated clearly and effectively within internal reporting lines and to external stakeholders.
• Team Development: Provide on-going training and support to the team and on-boarding of new hires, particularly from a technical perspective. This will include planning, managing and allocating work to junior members of the team, whilst also leading assignments and engagements.

 

 Skills and attributes:

• A Master’s degree or equivalent professional qualification in the area of quantitative risk (modelling) business, accounting, finance, economics, maths, risk or any related professional discipline.
• 3-5 years experience in relevant financial services roles. Model validation experience will be considered to be of particular relevance but other relevant fields will include: working in credit/ equity analyst role, financial supervision, working in the banking or financial services sector, or financial/ economic modelling.
• Extensive understanding/ experience of the banking sector, the practical operation of companies within that industry and quantitative risk management techniques and approaches.
• Strong analytical, problem solving, decision making, planning and organisational skills.
• Proven ability to critically assess complex/ once off issues and problems with the ability to distil significant volumes of information, identifying solutions for root causes of issues.
• Knowledge of the banking regulatory and legal framework and a deep understanding of the following: retail or wholesale business models, key risk drivers and supervisory approaches.
• Excellent verbal and written communication in particular the ability to relate to senior management, staff and Clients.
• Excellent capability in managing and delivering under tight timeframes. 
• Strong ability to utilise statistical/ coding packages such as (SAS, R, Python,VBA, C++)
• Excellent MS Word, Excel and PowerPoint skills

 

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