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SAS Risk Quant Developer
Ref No.: 16-10197
Location: Columbus, New Jersey
Role is SAS Risk Quant Developer, within RFT/CCB RQD Tech, specifically working as hands-on technical member of the Risk Weighted Asset team. Will work closely Regulatory Capital Management Office to establish clear communication of requirements and turn those into quarterly deliveries of updated code.
Qualifications:
1. Exceptional SAS development skills. 3-10 years experience designing and developing in SAS on Unix based platforms
2. Knowledge of Basel Capital Risk Weighted Asset calculations essential.
3. Working knowledge of Banking database schemas essential.
4. 3-10 years experience with Unix shell scripting
5. 3-10 years experience with SQL
6. Excellent oral and written communication skills
7. Deliver high-quality results under tight deadlines
8. Experience manipulating and summarizing large quantities of data
9. Successful achievement in a team environment
10. Knowledge of modeling and statistics a big plus