Careers

Quantitative Analyst Intern

Prescio has an open position for a Quantitative Analyst Intern in Casa Grande, Arizona as described below:

This job is an Intern position in multiple fields: banking, finance, financial consulting, financial analytics, financial writing, and banking/finance management. It will give the successful applicant experience communicating with financial analysts, consultants, banking management, and federal regulators. The job involves a great deal of reading and writing in collaboration with other quantitative analysts and consultants.

Tasks include but are not limited to and may include training in:

  • Assist in development and validation of banking and financial markets projects involving credit risk model(s): Calculation and validation of Probability of Default, Loss Given Default and Exposure at Default; Develop recovery rate assumptions and exposure at default estimation and their ongoing validations and refinements.
  • Assist in development and validation of operational risk models: Apply LDA (Loss Distribution Approach) to calculate VAR (Value at Risk) for each business line and loss type of a financial institution; Develop methods to combine internal loss data with external data and scenario data; Apply EVT (Extreme Value Theory) to model and simulate heavy tailed data.
  • Assist in development and validation of market risk models: Implement historical simulation and Monte Carlo simulation to calculate VAR of portfolios.
  • Assist in the development and validation of fraud analytics suites: implement predictive analytics, machine learning, data mining and big data techniques to process a large data set and identify fraudulent transactions.
  • Assist in the development and validation of time series models used for business forecasting.

Required Skills / Education:

  • Ph.D. or MS in statistics, mathematics, applied mathematics, physics, engineering or a related quantitative field. Note: all applicants fairly considered.
  • Good spoken and written English, ability to present complex subjects.

Useful Skills:

  • Experience applying statistical methods to quantitative problems
  • Experience in SAS, R, and/or any other programming languages

Terms: Internship

Location: 3192 N. Piper Ave., Casa Grande, AZ

Apply: Please submit your resume and cover letter using the form on our careers page at www.prescio.com/careers.

Systems & IT Consultant

Prescio has an open position for an IT consultant to join our team! Your duties in this role would include the following:

  • Assisting our Network manager in his duties
  • Maintaining internet connectivity for our Casa Grande office
  • Maintaining both our client dedicated servers and our office servers
  • Database maintenance
  • Deploying software applications
  • Maintaining communications with our International offices
  • Assisting with ongoing client projects
  • Developing new projects and seeking new clients
  • Assisting in preparing proposals to provide professional consulting services to potential clients
  • Other matters consistent with the Firm’s activities

Requirements:

  • BA in Computer Science or Information Technology. Engineering background a plus.
  • Programming experience with C++, Java, VB, .NET, and SQL
  • Experience with systems networking, hardware platforms, databases, and web development
  • TCP/IP and VPN’s
  • Strong analytical and problem solving skills

Terms: Full-Time/Permanent

Location: 3192 N. Piper Ave., Casa Grande, AZ

Apply: Please submit your resume and cover letter using the form on our careers page at www.prescio.com/careers.

Job Application Form

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