SAS Developer

Jobsbridge1

Pasadena, CA, United States contract

Posted: October 28, 2015

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Quick Summary

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.

Required Skills

SAS Financial Modeling Data Transformation Oracle Databases Code Validation QA Collaboration Risk Review Issue Diagnosis Documentation

Job Description

Intelliswift Software, Inc

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.

Fixed Income, Financial

Multiple Openings

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