Hi Partner, Please find the below requirement and revert me ASAP with a suitable candidate.
*Nani* *Technical Recruiter* *phone: 844-213-5663 Ext: 303* *E-mail: nan...@msoftinc.net <nan...@msoftinc.net>**msoftinc.net <http://msoftinc.net/>* Job Title : SAS Quant Developer Location : Pasadena/CA Employment Type : Corp to Corp Account Manager Description : - Minimum 3-5 years software development related to quantitative, statistical and/or financial models. - Minimum 3 years of experience programming in SAS; familiar with Base SAS, Macros, Proc SQL and SAS Enterprise Guide; programming should include development of new models from scratch. - Evidence of ability to design and develop SAS programs optimized for performance and support. Experience developing and using automated unit testing and data validation is preferred. - Prior experience with one or more of the following: RDBMS, SAS Reporting, Excel, and ETL is highly preferred. - Prior experience with FinCAD Analytics Suite for developer is preferred. - Prior Enterprise IT system implementation experience is preferred. Description : *Job Description:* The SAS Quant Developer is responsible for the engineering and development of optimized, enterprise quality, risk and analytic software written in SAS as a member of an IT team developing an Enterprise Risk System. Responsibilities include supporting Risk Managers in their development and testing of models as well as developing code to implement all aspects of market and credit risk measurement and management including time series data management and regression, multi-factor models, security valuation models, Monte Carlo, scenario and stress market state simulation, risk attribution, back testing, and reporting. The SAS Quant Developer is also responsible for testing code against reasonable and expected results and validating results with Risk Managers. He/she will work closely with the risk managers, risk operations, and risk modelers (financial engineers) to understand their requirements and implement robust and efficient programs in a supportable manner, in adherence with best practices. He/she will also work closely with IT architects, other quantitative developers, QA engineers, and business analysts throughout project lifecycle under minimum supervision of project manager. *Responsibilities/Duties:* - Analyze and comprehend the financial engineering and intent of statistical risk factor and security valuation models - Design and develop efficient, flexible and supportable software to implement quantitative models and required data transformations 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. *Competencies:* *TECHNICAL:* - Minimum 3-5 years software development related to quantitative, statistical and/or financial models. - Minimum 3 years of experience programming in SAS; familiar with Base SAS, Macros, Proc SQL and SAS Enterprise Guide; programming should include development of new models from scratch. - Evidence of ability to design and develop SAS programs optimized for performance and support. Experience developing and using automated unit testing and data validation is preferred. - Prior experience with one or more of the following: RDBMS, SAS Reporting, Excel, and ETL is highly preferred. - Prior experience with FinCAD Analytics Suite for developer is preferred. - Prior Enterprise IT system implementation experience is preferred. *BUSINESS:* - Knowledgeable in Risk Management concepts including Time Series conditioning/modelling, Covariance based Monte Carlo, Scenario/Stress testing, Value at Risk, Expected Shortfall, Tracking Error Volatility and attribution by risk factor group and/or security segment. - Familiar with Fixed Income and derivative products including common fixed income analytics and risk measurement terminology and calculations. - Moderate knowledge of statistical distributions and calculations and understanding of linear algebra required. - Prior experience implementing or validating 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 financial engineering is required. Advanced degree is strongly preferred. Degree in Information Technology in conjunction with FE is also strongly preferred. -- *Warm Regards,* *Nani* *Technical Recruiter* *phone: 844-213-5663 Ext: 303* *E-mail: nan...@msoftinc.net <nan...@msoftinc.net>**msoftinc.net <http://msoftinc.net>* -- You received this message because you are subscribed to the Google Groups "SAP BASIS" group. To unsubscribe from this group and stop receiving emails from it, send an email to sap-basis+unsubscr...@googlegroups.com. To post to this group, send email to sap-basis@googlegroups.com. Visit this group at http://groups.google.com/group/sap-basis. For more options, visit https://groups.google.com/d/optout.
