Position Title: Quantitative Consultant

Duties & Responsibilities: Prescio is looking for an additional member to our Quant team in Casa Grande. 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 model(s): 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 model(s): Implement historical simulation and Monte Carlo simulation to calculate VAR of portfolios.

Position Qualifications: Ph.D. or M.S. in statistics or related quantitative field, this should be interpreted broadly. Applicants will be considered from various fields. Proficiency in statistical packages SAS, R, etc. Native speaker of English preferred, but will consider promising applicants with high English proficiency.

Salary Range: D.O.E.

Benefits: Employees are eligible to join our medical and dental insurance. Prescio prides itself on loyalty to our employees. We hire for the long term. That being said, some of our former employees have garnered valuable work experience at Prescio before going on to find successful employment elsewhere.

Web Site: www.prescio.com

Application Address:

Contact Email: s.zajac@prescio.com

Application Deadline: 04/30/2012