Sr. SAS Developer - (US-CA-Pasadena)

Minimum Education: Bachelors
Job Type: Full Time
Jobcode: WJKJA105

RATE: $800 p/d corp to corp (less on a W-2)

H1B is fine, must have 2+ yrs left on the visa.

Must have experience in an IT group and along with strong SAS Development, must have experience with the implementation of a large system.

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.

Please quote your best rate and email a resume in Word that makes it obvious how you match the specification

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

NO RELOCATION. NO OVERSEAS RESUMES. NO 3RD PARTIES.

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