[Hiring] Senior Associate Software Developer @SAS

Role Description

Designs, develops, and debugs software of diverse scope for new and existing products in accordance with designated development practices, timelines and quality expectations. Actively involves other project stakeholders to ensure implementation satisfies functional requirements and is consistent with established R&D standards.

• Participates in project scoping and scheduling; tracks progress of individual tasks and alerts stakeholders of issues blocking or preventing completion of task.
• Ensures quality through functional, unit and performance testing; works closely with testing by providing thorough reviews of the test plan.
• Maintains accountability for the entire life cycle of the code including support for both internal and external consumers.
• Authors appropriate level of design and technical documentation in collaboration with technical writers.
• Designs and develops pricing methods for select financial methods using SAS proprietary Risk Engine.
• Develops integration routines between SAS proprietary Risk Engine and legacy third party cashflow engine.
• Authors and maintains functional validation suite for new Risk Engine features based on use cases and system implementation.
• Diagnoses and debugs numerical differences between the two risk systems (SAS Proprietary and Legacy) to validate against system acceptance criteria.
• Compares pricing methods, cashflow engines of a diverse set of asset classes and credit behavior models.
• May work remotely pursuant to SAS’ Flexible Work Program.

Qualifications

• Bachelor’s degree in Computer Science, Financial Mathematics, or related quantitative field plus two (2) years of experience in the job offered or as a Software Engineer or related occupation.
• Knowledge of financial risk management concepts including Asset Liability Management, IRRBB, and Market Risk.
• Experience with a vendor market risk or Asset liability system.
• Experience developing and maintaining analytical libraries, cashflow generation, and valuation functions of various asset classes.
• Understanding of Credit Risk Management including credit behavior models based on diverse set of techniques.
• Experience with SAS Programming with ability to develop, maintain, and debug SAS macros and scripts in SAS Viya or SAS 9.4 Environments.
• Proficiency in Golang.
• Experience in Python or Groovy.
• Experience implementing user interface components using Angular and TypeScript.
• Knowledge of database interactions in a transactional system using PostgreSQL, Oracle or similar relational database systems.
• Experience with Kubernetes and public cloud provider technologies.
• Understanding of version control and CI/CD concepts.
• Experience using Git-based version control systems.
• Experience developing and integrating with microservices-based systems using RESTful APIs.
• Experience with Docker containerization and container orchestration.
• Understanding of microservices architecture and distributed systems.
• Experience with modern build tools and dependency management.

Requirements

• Legally authorized to work in the United States.
• Should not require, now or in the future, sponsorship for employment visa status.

Benefits

• SAS is an equal opportunity employer.
• All qualified applicants are considered for employment without regard to any characteristic protected by law.