Sr SAS Quant Architect

Jobsbridge; Pasadena (CA); On-site; Full time

Job summary

A recruitment agency is seeking candidates with extensive experience in SAS for a role involving system design and optimization. Ideal applicants will have at least 10 years of SAS experience, with a strong background in financial modeling and performance optimization. Knowledge of relational databases and analytical tools are crucial. The position is located in California and requires significant experience with SAS Risk Dimensions and financial systems.

Qualifications

• Minimum 10 years working experience with SAS in general.
• Minimum 8 years SAS based system design and performance optimization experience.
• Minimum 5 years hands-on working experience with SAS Risk Dimensions.
• Minimum 5 years software development related to financial models.

Skills

SAS

Base SAS

Macros

PROC SQL

IML

SAS Enterprise Guide

Relational databases (Oracle preferred)

Statistical analysis

Financial modeling

Job description

Qualifications

• Minimum 10 years working experience with SAS in general and familiar with Base SAS, Macros, PROC SQL, IML, and SAS Enterprise Guide.
• Minimum 8 years SAS based system design and performance optimization experience in IT capacity.
• Minimum 5 years hands‑on working experience with SAS Risk Dimensions and familiar with all features in and out.
• Minimum 5 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

SAS,Base SAS, Macros, PROC SQL, IML, and SAS Enterprise Guide