SAS

Risk Software Developer

Job Locations IN-Pune
Requisition ID
20061992
Job Category
Research and Development
Travel Requirements
None

Nice to meet you!

 

We’re a leader in data and AI. Through our software and services, we inspire customers around the world to transform data into intelligence - and questions into answers.

 

We’re also a debt-free multi-billion-dollar organization on our path to IPO-readiness. If you're looking for a dynamic, fulfilling career coupled with flexibility and world-class employee experience, you'll find it here.

 

About the job

As a Risk Software Developer in our Risk Solutions team, you'll have the opportunity to expand your skills and make a significant impact in the regulatory risk management field. This role offers a unique blend of business and technical challenges, allowing you to gain hands-on experience with cutting-edge technologies and best practices in risk management. You'll work with programming languages like SAS and Python, while also leveraging domain knowledge to implement banking regulations like BCBS Basel4, European CRR3 standards.

In this position, you'll contribute to the development of SAS Risk, Fraud, and Compliance solutions for global markets. Your responsibilities will span the entire development lifecycle, including design, coding, testing, and documentation. You'll also play a crucial role as a Quality Champion, implementing and collaborating on best practices with your peers. This role provides excellent exposure to Agile methodologies and Test-Driven Development (ATDD), ensuring you're at the forefront of modern software development practices.

 

As a Software Developer in Risk Solutions team, you will 

  • Collaborate on the development of SAS Solution for Regulatory Capital.
  • Assess the impact of new regulations (Basel 4, CRR3) on the existing solution.
  • Develop regulatory capital calculations using SAS programming and tools.
  • Contribute to the design, development, unit testing, integration testing, and documentation of product features.
  • Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features.
  • Participate in defining user stories and acceptance criteria for product features.

Regulatory Expertise:

  • Review business and solution requirements/design documents for accuracy.

  • Scope and define work effort for regulatory updates, including task breakdown and estimation.
  • Analyse and interpret complex regulatory requirements with minimal supervision.

 

Requirement

 

Technical Skills and Experience (Mandatory)

  • Regulatory Capital Expertise:
    • Exposure to calculating regulatory capital for credit, market, and operational risks.
    • Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
    • Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
    • Exposure to banking data preparation for regulatory reports like COREP and FINREP.
  • Risk Management Qualifications:
    • Professional risk management qualification, such as FRM or equivalent.
  • Programming Skills:
    • Strong proficiency in SAS programming language, including Base SAS, SAS Macros.
    • Hands on expertise of SQL, Python  
  • Software Development Aptitude:
    • Demonstrated ability to write clean and efficient code through prior programming experience.

Additional Skills (Desirable)

  • Agile Methodology:
    • Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.

Behavioral Skills

  • Continuous Learning:
    • Actively seeks to stay updated on the latest regulatory developments and readily applies new knowledge to work processes.
  • Analytical and Communication Skills:
    • Ability to evaluate complex information, develop clear recommendations, and effectively present findings while seeking feedback.
  • Collaboration:
    • Proven ability to work collaboratively with colleagues across different teams to achieve shared goals.

 

Mandatory Technical Skills

  • Regulatory Capital Expertise:
    • Exposure to calculating regulatory capital for credit, market, and operational risks.
    • Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
    • Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
  • Programming Skills:
    • Strong proficiency in any programming language, including SAS, R, Python.
    • Hands on expertise of SQL, Python  
  • Software Development Aptitude:
    • Demonstrated ability to write clean and efficient code through prior programming experience.

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