Sr SAS Quant Architect

§ 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

Multiple Openings