Managerial level experienced professional in the area of financial services, with a focus on the banking sector. This is a challenging and fulfilling role where you will be a key member of the team, developing quantitative solutions in the areas of quantitative risk advisory including advanced model development, model validation, data analytics, risk measurement, and strategy.
The Quantitative Risk Advisory Services team assists financial institutions with the development, validation, review, and documentation of bespoke Financial Risk quantitative models with main areas of application within IRB, IFRS 9, Stress Testing, and Portfolio management. By joining our team, you will have direct access to the partners, the ability to provide a valued opinion within the team, and work on interesting projects in the local and international market.
Your responsibilities will include:
Lead: elements of assignments and engagements in the areas of specialist quantitative and risk This will include the provision of specialist expertise in the area of models, risk, and regulation to ensure a best in class offering to the banking market.
Implement: Develop and implement bespoke quantitative tools to drive insights and decisions from 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 the 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
Skills and Attributes:
Master’s / bachelor’s degree in finance, banking, econometrics, statistics, engineering, mathematics, or
A minimum of 3 years of experience in IRB or IFRS 9 model development / validation for Retail / Non-Retail portfolios.
Knowledge of relevant regulation and SSM
Experience in development or validation of Definition of Default, Data Quality / Representativeness
Experience with PD, LGD, EAD model developments and validation methodologies; experience with low default portfolio models is an
Experience with IFRS 9 lifetime PD estimation, Staging, ECL calculations.
Understanding of bank risk management process, ICAAP, ILAAP, and Loan
Software/IT Skills: Excel, R, Python, SAS, SQL
Other Requirements:
Strong organisational, problem-solving, attention to detail, decision making, and planning
Ability to take ownership of projects/tasks and provide solutions to
Communicating effectively at all levels, both in writing and verbally in Greek and in
Proficiency in other European languages (French, German, Spanish) is a
Willingness to travel and engage in international
Establish and maintain a high degree of confidentiality, respect, trust, and integrity at all
The ability to work effectively either individually or as a member of a multi-skilled
Share the CLEARR values of Grant Thornton (Collaboration, Leadership, Excellence, Agility, Respect, Responsibility).
Benefits:
Friendly and dynamic working environment, in which you can develop your skills and
A workplace with a strong focus on values and work-life balance and the joint aim to provide the best possible solutions for our
International exposure through our Grant Thornton network and global
A Learning & Development path, which focuses on both technical & soft You will also have access to coaching and mentoring.
Your professional and personal success is our
Other benefits to support you in every way possible:
Competitive remuneration and benefits package, including recognition schemes and 13th salary
Bonus scheme
Medical insurance
Provident fund
Paid maternity and paternity leave
Parental leave allowance
"Be there for our family paid leave" scheme
"Giving back to the community paid time off" scheme
"Flexible Working Arrangements" scheme
"Dress For Your Diary" scheme
Friday afternoon off
August 4-day working schedule (32hours weekly)
“We never miss a public holiday” scheme
Sponsorship of yearly professional subscriptions
Birthday & New Babies gifts
Several opportunities for professional and personal growth through our Grant Thornton International networ
What you will you need to do next?
If you believe that Grant Thornton is the right place for you, you have the right attitude, skills, aspiration for success and share our CLEARR values we invite you to submit your application .
