SAS

Senior Associate Research Statistician Developer

IN-MH-Pune
Requisition ID
20017873
Job Category
Research and Development
Travel Requirements
None

Company Overview

Germany SAS

Great work. Dynamic Talent. Awesome Culture!

 

  • Analyze the Banking Industry Regulations like Basel III, USFinal, EBA for capital adequacy norms
  • Assess the impact of revised regulations on existing product
  • Conceptulize new features and contribute to the product roadmap
  • Conduct exploration activities to build SAS Intellectual Property in the assigned area of work. Research and select appropriate statistical methods and computational algorithms
  • Participate in story detailing and acceptance criteria definition of product features
  • Contribute to design, development, unit testing, integration testing and documentation of product features
  • Contribute to the product support through resolution of implementation queries, review of customizations and fixing of customer reported issues
  • Build expertize in Banking Risk domain, SAS Technology stack and Agile product development

 

Technology

  • SAS/Base (data step and SQL based programming), SAS Macros, SAS Stored Procs
  • Risk Dimensions, High Performance Risk
  • SAS Development Environment
  • SAS DI Studio and BI tools (Optional)

 

Requirement

  • Quantative techniques in Risk Management domain
  • Expertise in SAS/Base (data step and SQL based programming), SAS Macros
  • Aptitude for professional software development as demonstrated by programming experience
  • Risk Dimensions (Optional)
  • The candidate should be from Statistics / Quantitative Techniques background.
  • Exposure to Risk Management domain is highly preferred (alternate keywords to for search – Credit Risk, Market Risk, Interest Rate Risk, Basel III, Capital Calculations)
  • FRM Certification is highly preferred
  • BSc / MSc (Statistics or Mathematics or related field), or
  • BE / MCA with risk management experience or financial mathematics background

 

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