SAS Developer
On-site · Pasadena, California, United States
Job Summary
SAS Developer needed to design and develop software to implement quantitative financial models within risk systems. Responsibilities include building efficient, flexible SAS-based solutions, performing data transformations, leveraging mathematics/statistics libraries, and integrating with Oracle databases. Develop and utilize reliable methods to validate code, collaborate with QA engineers and Risk Managers to confirm results, coordinate testing in the context of the risk system, and provide production support by diagnosing issues and answering user/business questions. Produce project documentation including schedules, system requirements, technical designs and testing plans/results. Industry focus includes Fixed Income and Financial risk modeling.
Required Qualifications
- Proficiency in SAS programming and SAS data step/PROC SQL
- Experience designing and implementing quantitative financial models
- Experience with Oracle databases and data transformations
- Strong mathematical/statistical background (finance domain)
- Ability to validate code and coordinate with QA engineers and Risk Managers
- Experience in production support for risk systems
- Ability to produce technical documents including design specs, testing plans, and documentation
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