Risk measurement, capital management and validation

[Content_guy]

I am interested in reaching out to like-minded "consultant quants" who are entrepreneurial, ideally have years of consulting or development experience in bespoke development & validation of credit, market or operational risk measurement models and in risk capitalization. Specifically, I am interested in a partnership structure (no salary but paid by clients) to develop and grow a consulting business aimed at banks, investment banks, asset managers, insurance companies, regulators and work as sub-contractor to the Tier 1 or 'Big 4. I have a detailed business plan in place with very attractive returns.

By way of background, I have been working for a European boutique consulting firm for over 17 years, based out of Germany, UK and Dubai, and am now moving to Canada. I would like to replicate a similar model in Canada/US, set up a boutique providing full coverage in the areas of Basel II/III, independent validation and risk/finance project advisory. Looking forward to hearing from the 'like-minded' entrepreneurial quants.

 

[Cary Ferguson]

Hi Content_guy. I have a lot of the same interests as you do. I'm relatively new to a quant-oriented career, but have been pulling and manipulating large datasets for about 3 years now. I've had exposure to econometrics routines and programming languages including SAS, SQL, VBA & C++. I'm also an entrepreneurial thinker as I've been involved in my family business for 14 years.

I'm not suggesting that I'm an ideal partner just yet, but I do see some similarities in our interests. I think there's a lot of opportunity in what you're talking about. I also think there are even more untapped opportunities in other industries for big data analytics. Add me on LinkedIn if you want. Always looking to talk about new ideas! Thanks!