Quantitative Analysis Role - SAS

Key Responsibilities:

- Manage and enhance modular and object-oriented open source python code libraries to model, price and assess risk in interest rate and FX derivatives.

- Implement data manipulation/model calibration algorithms and techniques as directed by business.

- Continuously enhance the code modules to enable efficient object oriented execution.

- Automate process associated with models in production.

- Guide programmers and technology analysts on implementing mathematical models in to the firm's products.

- Document the models and the associated processes in a high level of detail.

Experience:

- Extensive hands-on experience in implementation of quantitative modeling/analytics in SAS

Qualifications:

- Minimum Education: Bachelor's degree in an analytical subject with supporting academic and/or professional experience developing code.

- Master's degree in Computer Science, Financial Engineering, or other quantitative discipline is highly desirable.