Hi Associates,


We do have an urgent requirement for BSA/PM SAS @ White Plains NY

Please forward me candidates matching the below skillset and local to east
coast who can go for face to face to NY.



Location :White Plains NY

Duration : 2 year+ project

In person interviews only, no Skype, so local



*Job Description: *

BSA/PM SAS and Market Risk mandatory



Analyze and validate market risk data feeds for risk engine processes such
as ETL, VaR, Sensitivity analysis, Incremental VaR, stress testing and back
testing. Migrate and customize risk valuation results in Oracle to send
periodic reports to all legal entities



·         Spearheading a focused effort to transition all data capture,
analysis, and reporting functionality from SAS to Oracle

·         Working as a SME on quantitative risk models to check the
accuracy of P&L, MTM and VaR

·         Worked on generating rules for risk factor used in risk
calculations on Opco and global basis

·         Developed new rules as needed to ensure all the required risk
factors are appropriately captured and measured

·         Writing complex query utilizing SQL commands to extract the data
in order to perform data analysis and data validation on SAS enterprise
guide and on Toad

·         Working closely with various reporting departments to  produce ad
hoc reports for Bunge Europe and Bunge Singapore teams using excel and
Tableau tools

·         Work on the web-based application used by stakeholders (traders,
risk and quantitative analysts) such as what-if application, SAS portal to
enable users fast and easy access

·         Implemented statistical models in risk engine to automate P&L on
daily, weekly and monthly basis.

·         Strong commodities domain knowledge (agribusiness, freight, FX)
and commodity derivative (OTC and Exchange traded) contracts for
instruments such as futures, options, spots/ cash, flat and basis

·         Working as a liaison between the project stakeholders, IT
managers and development group

·         Gathering business requirements by interfacing with internal and
external\ stakeholders and conduct analysis for application development

·         Translate business requirements into technical specifications and
create deliverables in different phases of the project life-cycle by
decomposing functionality into a use cases and business rules

·         Creating business requirement document (BRD), functional
specifications and business process flows

·         Coordinating UAT globally and provided daily updates to
management on progress, issues and options

·         Responsible for managing UAT defects with IT and ensuring that
re-test was completed, documented and signed off promptly by the business

·         Analyzing business processes and perform gap analysis, impact
analysis and feasibility study

·         Conducting user acceptance testing, user training and
troubleshoot production incidents
·         Providing production support to users operating in various
geographical locations

-- 
Thanks&Regards,
Pavithra
Sr. Recruiter
Bluecubeit
pavit...@bluecubeit.com
Phone :720-463-3900 EXT:521
www.bluecurbeit.com

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