SAS Developer

Analyze and comprehend statistical risk factor and security valuation models, design and develop software to implement quantitative models using SAS, and support production Risk Systems.

Requirements

• Analyze and comprehend statistical risk factor and security valuation models
• Design and develop efficient, flexible and supportable software to implement quantitative models using SAS, mathematics/statistics/financial libraries and Oracle databases
• Develop and utilize reliable methods to validate code and work with QA engineers and Risk Managers to confirm results
• Coordinate and support the testing of developed code in the context of the overall risk system
• Support production Risk Systems and models by researching and diagnosing issues, answering user/business questions, and rectifying issues as required
• Produce appropriate project documentation including schedules, system requirements, technical designs and testing plans and results

Benefits

• 401k Matching
• Generous Paid Time Off