02/14/2013
Prescio Consulting

Company Information: Prescio Consulting is a financial risk management consulting and IT development firm. Prescio works in fundamental and applied R&D, analytical product development in financial and commodity contexts, and customized software development and implementation.

Position Title: Senior SAS Modeller

Duties & Responsibilities: Lead work in model in financial model development, modifying and updating existing financial models and validation and analysis of existing financial models. Assist in development and validation of market risk model(s): Implement historical simulation and Monte Carlo simulation to calculate VAR of portfolios.

Position Qualifications: MA or higher degree in quantitative fields and demonstrable skills in SAS software use and SAS programming.

Salary Range: competitive

Benefits: competitive

Web Site: www.prescio.com

Application Address: Steve Zajac Prescio Consulting

Contact Email: s.zajac@prescio.com

Application Deadline: MM/DD/YYYY