Grant Thornton Ireland

Manager - Quantitative Risk Advisory

19 Jun 2019
28 Jun 2019
Approved employers
Approved employer
Contract type
Full time

We are seeking to recruit a Manger 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 developing quantitative solutions in the areas of risk estimation for our clients in areas such as quantitative risk advisory, advanced analytics, risk measurement and strategy and developing bespoke models used within areas such as IRB, IFRS9, Stress Testing and Portfolio management.

The role is to help the delivery of a variety of engagements, contribute to project team success on assignments, 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 take ownership of specific elements of projects.

Main responsibilities:

  • Lead: elements of assignments and engagements in the areas of specialist quantitative and risk expertise. This will include the provision of specialist expertise in the area of models, risk and stress testing to ensure a best in class offering to the banking market.
  • Implement: Develop and implement bespoke quantitative tools to drive insights and decisions from data. Techniques include time series forecasting, regression modelling, classification methods, machine learning, and visualisation techniques.
  • 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 a best in class offering to Clients.
  • Business Development: Contribute to the development of best-in-class approaches to ensure the Firm can secure and deliver on 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 reporting lines.
  • 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, when 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.
  • 5-10 years relevant experience in relevant financial services.
  • Relevant experience includes inter alia: 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.
  • Strong 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.
  • Subject Matter Expertise (SME) is required in the following areas: Credit risk, IRB, Stress Testing, IFRS9, AQR, Data Analytics, Risk Data or other Quantitative Modelling techniques.
  • Deep understanding is required in one of the following areas: Credit Risk/ Internal Ratings Based Models (an ability to develop, review and validate complex models), Quantitative Risk Modelling or Stress Testing.
  • 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

For further information, and to apply, please visit our website via the “Apply” button below.

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