SAP Jobs For All: {SAP JOBS USA:117285} Fwd: Senior SAS Systems Developer @ PASADENA CA

Tuesday, April 30, 2013

{SAP JOBS USA:117285} Fwd: Senior SAS Systems Developer @ PASADENA CA

Please let me know if you have any available resources to k.kishore@stiaos.com

Job Title : Senior SAS Systems Developer
Location : PASADENA CA
Duration : 6+ months.

Job Description:

The Senior SAS System Developer will be responsible for the design, development, programming, and testing of risk and analytic systems, user interface, and the implementation of highly optimized SAS code related to security valuation, market state simulation, and reports for a large data set. He/she will work closely with the risk managers (financial engineers) to understand their requirement and implement highly efficient SAS solution in a robust and supportable manner, in adherence with best IT practices. He/she will also work closely with IT architect, IT quantitative developer, QA engineer, and business analyst through out project lifecycle under minimum supervision of project manager.

Responsibilities/Duties:

· Design and develop high quality system components and code that is highly efficient (fast), supportable, and follows IT best practices.

· Design, develop and test software to implement quantitative models, system /user interface, and required data transformations using SAS, mathematics/statistics/financial libraries as well as procedural, object-oriented and scripting languages.

· Coordinate and support the testing of the models and system workflows with QA engineer and user by executing tests and providing results and supporting data.

· 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.

· Interface directly with development and operational groups in support of software and production releases

Competencies:

TECHNICAL:

· Minimum 7 years experience with SAS in general and familiar with Base SAS, Macros, Proc SQL and SAS Enterprise Guide.

· Minimum 5 years SAS based system design and performance optimization experience in IT capacity.

· Minimum 3 years of hands-on system and user interface development experience using SAS EBI and SAS OLAP.

· Minimum 3 years software development related to financial models in fixed income or derivatives domain.

· Familiar with relational databases (Oracle preferred) and Store Procedures required.

· Familiar with web application server e.g. JBOSS and Flex is strongly preferred.

· Moderate knowledge of statistical distributions and calculations and understanding of linear algebra required.

· 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, Options, and Swaps and other derivatives.

· Familiar with common fixed income analytics and risk measurement terminology and calculations.

· Familiar with simulation methodologies such as Variance Covariance Matrix based Monte Carlo, model based Monte 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.

Kumar

STIAOS Technologies Inc.

9337 Spring Cypress Road,

Suite A

Spring, TX 77379

Phone: 832-510-8455 Ext: 105