Risk Management Services
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.
Experience applying statistical methods to quantitative problems
Experience in SAS, R, and/or any other programming languages
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
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
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