For Immediate Response Please reply to kum...@selectsourceintl.com


Job Title          :           SAS Programmer

Location          :           San Francisco, CA

Duration          :           6 Months



*Need USC & GC Only*



Senior SAS Programmer/Developer will be responsible for stress testing and
financial model validation. The consultant will integrate with Enterprise
Data Warehouse and mapping data from multiple sources (including Oracle,
flat files, Excel), building and implementing the data flows and loading
the data into a SAS Analytical/Reporting Data Mart. The consultant will be
required to design/develop the data model for the SAS Analytical/Reporting
Data mart for optimal efficiencies. Consultant will build, run, and
maintain an automated production platform for credit loss stress test
models. Consultant must have appreciation for financial data, in particular
credit losses under stressed macroeconomic scenarios.

Skillsets:.

The Client requires a Senior SAS Programmer/Developer.. Essential duties
and responsibilities include the following, with hands-on, proven
experience with SAS programming to maintain and develop advanced SAS coding
techniques to write maximum efficient and performance optimized code.

Services may include focus on and require the Consultant to:

Build, run, and maintain an automated production platform for credit loss
stress test models and data validation of the financial models.

2. Report accurate and timely results during CCAR and DFAST stress testing
cycles, and to meet ad hoc managerial requests. Must have appreciation for
financial data, in particular credit losses under stressed macroeconomic
scenarios. Consultant must have financial services data experience.

3. Modify existing model code to enable seamless automation and minimize
model execution time.

4. Coordinate, download and process exposure-level input data from data
warehouse.

5. Update production models as needed to ensure they produce identical
results to the development models.

6. Maintain a suite of unit and integration tests to monitor the health of
the production models, e.g. after each code change.

7. Write and maintain documentation for the production system.

8. Ensure that the production system passes model validation.

9. 6 years or more of SAS Data Warehousing implementation experience and
experience developing technical solutions with SAS Data Integration and
reporting tools in a SAS environment.

10. Be proficient in Base SAS programming (DATA step), SQL programming
(i.e., use of SQL pass-through or PROC SQL), as well as the SAS Macro
language, ODS, Reporting and Summary procedures and SAS Array processing
for use in making code more efficient.

11. Must have project experience with implementing advanced SAS coding
techniques to optimize performance and have developed best practices for
efficient coding due to constraints of hardware storage and memory.

12. Creating Stored Processes to provide the users of the Reporting Data
Mart easy access to the data.

13. Have good oral and written communication skills.
14. Lead and/or actively participate in SAS knowledge-sharing activities

-- 

Regards,



*Kumar Gourav*



Sr. Technical Recruiter

Select Source International

6311 Wayzata Blvd Suite 150

Minneapolis, Minnesota 55416

Office: (952) 546 3300 *Extn 5002*

Fax: (952) 546.3500
E-Mail: kum...@selectsourceintl.com
URL: www.SelectSourceIntl.com <http://www.selectsourceintl.com/>

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