Req # 4
Please submit GC/EAD/US Citizens only. This is contract to Hire position.
Attached is a job description for the request of a SAS programmer/statistician
who has experience with the deployment of financial (Risk related) models in a
SAS environment.
Job Title: IT Senior SAS Developer
Location: Pasadena, CA
Duration: 6 month Consult to Hire
Start Date: Late November
JOB DESCRIPTION:
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. He/she will work closely
with the quantitative risk managers (financial engineers) to understand and
implement their models in a robust and supportable manner, in adherence with
sound IT practices. He/she will also work closely with IT/Quant developers, QA
engineers, and business analysts through out project lifecycle under minimum
supervision of project manager.
RESPONSIBILITIES/DUTIES:
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 scenarios; computing deterministic and stochastic risk measures.
Design, develop and test software to implement the above models
using SAS, mathematics/statistics/financial libraries as well as procedural,
object-oriented and scripting languages.
Develop high quality code that is efficient (fast), supportable,
and follows industry best practices.
Coordinate and support the testing of models with QA engineer and
user by executing tests and providing results and supporting data.
Support production Risk System 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.
Interface directly with development and operational groups in
support of software and production releases
COMPETENCIES:
TECHNICAL:
Minimum 5 years intensive hands-on experience with SAS and
familiar with BASE SAS, SAS STAT/ETS/OR/ILM/QC and EBI.
Minimum 5 years enterprise software development in IT capacity.
Minimum 3 years software development related to financial models.
Moderate knowledge of statistical distributions and calculations
and basic understanding of matrix calculation required.
Experience with IT methodology and best practices.
Familiar with relational databases (Oracle preferred) and Store
Procedures required.
Prior hands-on working experience with SAS Reporting and SAS ETL
are strongly preferred.
Prior hands-on working experience with SAS Risk Dimension is
strongly preferred.
Prior hands-on working experience with FinCAD Analytics Suite for
developer is strongly preferred.
Prior large scale SAS based IT system implementation experience
is strongly preferred.
BUSINESS:
Familiar with a broad array of Fixed Income products including
Structured Product (RMBS, CMBS, CDO, ABS) and IRS/CDS/CDX swaps and other
derivatives.
Familiar with common fixed income analytics and risk measurement
terminology and calculations.
Familiar with classical simulation methodologies such as Variance
Covariance Matrix based Monte Carlo, model based Mote Carlo, and various
interest rate models.
Prior experience implementing or enhancing a risk management
system is a huge plus.
GENERAL:
Strong communication and documentation skills
Highly self-motivated, results oriented, and capable of
independent and critical thinking and problem solving
ACADEMIC QUALIFICATIONS (MINIMUM REQUIREMENTS):
B.S. or equivalent education in computer science or engineering
is required. Advanced degree is strongly preferred.
Thanks,
Archana Kulkarni (Archie)
MetaSense, Inc.
NJ Minority Certified Company
100 Technology Way, Suite 320
Mt. Laurel, NJ 08054
856-873-9950 (Ext.130)
856-282-7272 (Cell)
Fax: (856) 475-0555
[email protected]
www.metasenseusa.com <http://www.metasenseusa.com/>
MetaSense Inc. is a Professional Services, Staff Augmentation, Web Design, Call
Center, BPO Company with offices located in Mt. Laurel, NJ. MetaSense
specializes in the delivery of cost effective, high-value Information
Technology and Business Solutions since its inception in 1999.
P Go Green! Print this email only when necessary.
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