Job Description:
- Be a member of the Global SAS R&D team focused on the development of SAS Regulatory Content for EBA Taxonomies as a part of Risk Research and Quantitative Solutions (RQS) initiatives
- Contribute to the design, development, unit testing, integration testing and documentation of product features in compliance with SAS R&D standards and guidelines using SAS programming languages, SAS tools like IRM and RGF
- Collaborate with Product Manager and Solution Lead, and rest of SAS R&D team to analyze impact of regulatory submission changes on the product, contribute to acceptance criteria driven development approach
- Leverage detailed knowledge of Regulatory Reporting domain and RQS products to provide technical support to the field consultants, partners, and customers
- Keep up-to-date on Regulatory submission requirements, its impact on product design, technology trends, agile processes with a focus on CI/CD practices
- Identify task breakdown, effort estimates and schedules for product changes
- Contribute to new initiatives, process improvements, or technology enhancements
- Conduct research to build SAS Intellectual Property in the space of Regulatory Capital Management leading to patentable work, research papers, articles
- Mentor juniors in the area of expertise
- Carry out all assignments with minimum supervision
Mandatory Technology
- Programming skills: Base SAS
- SAS Tools : Infrastructure for Risk Management, SAS Risk Governance Framework, Risk Dimensions, Visual Analytics, SAS Risk and Finance Workbench
- Scripting languages: Javascript, groovy, xml, SQL, python
- Security Tools: Black duck
- CI Tools: github, Jenkins
Requirement
Domain:
- Sound exposure to regulatory & financial reporting knowledge prevalent in the global financial industry
- Experience in handling software aspects of European Banking Authority (EBA) regulatory reporting taxonomies like COREP, FINREP
Technology:
- Expertise on SAS Macros and SAS Stored Processes programming with proficiency level at advanced SAS programming
- Expertise on use of SQL concepts
- Expertise of performance tuning techniques on SAS
- Exposure to Windows and Linux OS to accomplish necessary tasks
Optional:
- Exposure to writing of IRM flows is preferred
- Exposure to configuration of SAS Risk Governance Framework or SAS Enterprise Governance Risk and
- Compliance
Software Engineering:
- Understanding of Agile practices (daily scrum, iteration planning, retrospective, test-driven development, CI/CD)
- Aptitude for professional software development as demonstrated by programming experience
- Exposure to Continuous Integration toolkit – Jenkins, scripting languages – shell, ansible or equivalent
Behavioral:
- Actively seeks to update own knowledge base and apply new concepts to work
- Ability to evaluate options, present the recommendations, seeks feedback actively
- Ability to work collaboratively with others to help achieve goals, with minimal supervision
Bachelors or Master's degree in statistics, applied mathematics, computer science, or a related field