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SAS Developer - MGC
Eingestellt von CyberCoders
Gesuchte Skills: Support, Design
Projektbeschreibung
Overview:
The Senior SAS Developer will be responsible for the design, development, programming, and testing of risk and analytic systems and calculations, and specifically the implementation of quantitative models for security valuation and Monte Carlo and related simulation techniques. Working closely with the quantitative risk managers (financial engineers), IT/Quant developers, QA engineers, and BA's.
What you'll be doing:
Actively communicate with Quantitative Risk Analysts and Financial Engineers/Modelers to understand and to document quantitative models for: valuing complex securities; simulating historical, statistical and theoretical market states/scenarios; computing deterministic and stochastic security and portfolio level risk measures.
Design, develop and test software using SAS
Develop high quality code that is efficient (fast) and supportable
Coordinate and support the testing of models with QA engineers
Support production Risk Systems and models
TECHNICALQualifications:
Minimum 5 years intensive hands-on experience with SAS and familiar with BASE SAS, Macros, SAS SQL and Enterprise Guide.
Minimum 5 years software development in Fixed Income or derivatives
Minimum 3 years of hands-on experience in market risk models or systems.
Minimum 3 years of hands-on work experience with SAS Risk Dimensions.
Moderate knowledge of statistical distributions and calculations
Familiar with relational databases (Oracle preferred) and Store Procedures
Working experience with SAS BI and Information Map Studio
Experience with FinCAD Analytics Suite for developer is strongly preferred.
BUSINESS Qualifications:
Familiar with Structured Product, Options, and Swaps
Familiar with common Fixed Income analytics and risk measurement
Familiar with Variance Covariance Matrix based Monte Carlos
If you're a "Rockstar" SAS Developer, please apply today?
CyberCoders, Inc is proud to be an Equal Opportunity Employer. Applicants are considered for all positions without regard to race, color, religion, sex, national origin, age, disability, sexual orientation, ancestry, marital or veteran status.
Projektdetails
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Einsatzort:
Los Angeles (Downtown), Vereinigte Staaten
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Projektbeginn:
asap
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Projektdauer:
Keine Angabe
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
Medien/Design, Sonstiges