| Job ID: | Job-0334 | | Job Title: | Sr. SAS Developer | | location: | Pasadena, CA | | Jobtype: | Consultant | | Rate: | up to $700 p.d c2c | | Description: | 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 Mote 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. To receive a complimentary subscription to my job search ezine, No B.S. Job Search Advice, go to www.JeffAltman.com to subscribe. Receive tweets from Twitter with job search tips and job listings – TheBigGameHuntr | |
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