The senior SAS statistical programmer will provide statistical programming and technical support to the market risk function. The programmer will establish and enforce technical standards and best practices for delivering high quality enterprise solutions that satisfy business needs.
- Effectively design and code SAS programs for assigned project(s),consistently meeting project objectives.
- Code complex SAS programs for applications designed to analyze and report complex computations on positions and market data.
- Perform quality control checks of advanced SAS code and output produced by other statistical programmers.
- Analyze, develop, code, test, debug, and document programming on assigned applications to satisfy business requirements for one or more business areas.
- Develop and implement support of enhancements for user requested changes.
- Assist in code migrations from development to production, while working closely with build engineer and system administration teams.
- Adhere to proper IT SDLC procedures.
- Assume responsibility for issue resolution for production systems and provide tier 2-3 production support.
- Solid understanding of SAS risk engine's internal architecture and intimate knowledge of SAS control tables.
- 5+ years of relevant development life cycle experience in SAS application development .
- 3+ years of hands-on experience with implementation of market risk models or systems.
- 3+ years of hands-on working experience with SAS Risk Dimensions.
- Database platforms like Oracle, Teradata, DB2, and MS SQL. SAS Base, SAS Datasets, SQL, SAS Connect, SAS Macros.
- Familiar with relational databases (Oracle preferred) and stored procedures required.
- Understand data models and must have good data analysis skills.
- ETL concepts and data quality controls.
- Expert knowledge of base SAS, macros and lookup tables for SAS software development.
- Knowledge of system architecture using SAS.
- Unix shell scripting skills in order to perform data manipulation.
- B.S. or M.S. in computer science, statistics, or qualitative field. Implementing quality guidelines, standards, and procedures.
- Moderate knowledge of statistical distributions and calculations and basic understanding of matrix calculation required. Proven ability to help resolve issues for any application production problems.
- Familiarity with data manipulation of time series data.
- Experience with financial data models.
This position will be in White Plains, NY until June of 2020 then will move to St. Louis, MO