Greetings,
Hope you are doing well!
Please go through the below requirement and let me know if you are
interested, Please do send me your updated resume and the best number to
reach you.

*/// No H1b or OPT candidates ///*



Job Title: SAS Quant Developer
Duration: 3+ Years Contract
Location: Pasadena, CA

Job Description:
Technical:
Minimum 10 years working experience with SAS in general and familiar with
Base SAS, Macros, PROC SQL, IML, and SAS Enterprise Guide.
Minimum 8 years SAS based system design and performance optimization
experience in IT capacity.
Minimum 5 years hands-on working experience with SAS Risk Dimensions and
familiar with all features in and out
Minimum 5 years software development related to financial models in fixed
income or derivatives domain.
Familiar with relational databases (Oracle preferred) and Store Procedures
required.
Familiar with web application server e.g. JBOSS and Flex is strongly
preferred.
Moderate knowledge of statistical distributions and calculations and
understanding of linear algebra required.
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, Options, and Swaps and other derivatives.
Familiar with common fixed income analytics and risk measurement
terminology and calculations.
Familiar with simulation methodologies such as Variance Covariance Matrix
based Monte Carlo, model based Monte Carlo, and various interest rate
models.
Prior experience implementing or enhancing a risk management system is a
huge plus.

General:
Strong communication and documentation skills
Highly self-motivated, results oriented, and capable of independent and
critical thinking and problem solving
B.S. or equivalent education in financial engineering is required. Advanced
degree is strongly preferred. Degree in Computer Science in conjunction
with FE is also strongly preferred.

Thanks,
Jack Dorsan
Please send your updated resume to jack.dor...@panzersolutions.com

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