Analyze and comprehend financial engineering and statistical risk factor and security valuation models using SAS, mathematics/statistics/financial libraries and Oracle databases.
Requirements
- Analyze and comprehend financial engineering and statistical risk factor and security valuation models
- Design and develop efficient, flexible and supportable software to implement quantitative models and required data transformations
- Develop and utilize reliable methods to validate code
- Support production Risk Systems and models
- Produce project documentation including schedules, system requirements, technical designs and testing plans and results