Senior SAS Developer - (US-CA-Greater Los Angeles)

Senior SAS Developer - (US-CA-Greater Los Angeles)

Minimum Education: Bachelors
Job Type: Full Time
Jobcode: WJKJA34

TECHNICAL: 
§ Minimum 5 years intensive hands-on experience with SAS and familiar with BASE SAS, SAS STAT/ETS/OR/ILM/QC and EBI. 

§ Minimum 5 years enterprise software development in IT capacity. 
§ Minimum 3 years software development related to financial models. 
§ Moderate knowledge of statistical distributions and calculations and basic understanding of matrix calculation required. 
§ Experience with IT methodology and best practices. 
§ Familiar with relational databases (Oracle preferred) and Store Procedures required. 
§ Prior hands-on working experience with SAS Reporting and SAS ETL are strongly preferred. 
§ Prior hands-on working experience with SAS Risk Dimension is strongly preferred. 
§ 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 (RMBS, CMBS, CDO, ABS) and IRS/CDS/CDX swaps and other derivatives. 
§ Familiar with common fixed income analytics and risk measurement terminology and calculations. 
§ Familiar with classical 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. 


Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

PAID RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. 

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