Those are larvae of the imported currantworm: http://bspm.agsci.colostate.edu/files/2013/03/Imported-Currantworm.pdf  An insect I am all too familiar with in my currant bushes in Fort Collins.

This is a fairly easy insect to control with almost any insecticide.  However, there are fairly few insecticides that can be legally and safely used on currants.  I think what you are most likely to find that would work are some of the general purpose garden insecticides that have either pyrethrins or spinosad as the active ingredient, specified on the label.  There are dozens of brands containing either of these in garden use formulations sold at area nurseries and hardware stores.

Insecticidal soaps might also work - this is pretty whimpy insect.

If you have only a shrub or two I would also suggest hand picking.  This insect has only one generation a year and if you spent a few minutes picking I suspect you would largely knock them out for the season.