Senior Associate Software Developer, Risk Engine

SAS•Cary HQ, NC

About The Position

Designs, develops, and debugs software of diverse scope for new and existing products in accordance with designated development practices, timelines, and quality expectations. Develops high-quality, testable, and scalable software solutions while following R&D best practices and processes. Works with project stakeholders to ensure implementations meet functional requirements and R&D standards. Participates in project scoping and scheduling, tracks tasks, and alerts stakeholders to blockers. Ensures quality through functional, unit, and performance testing, and reviews test plans to address code changes. Maintains accountability for the full code lifecycle, including support for internal and external consumers, and collaborates with technical writers on design and technical documentation. The role designs and develops pricing methods for select financial methods using SAS proprietary Risk Engine, and develops integration routines between the Risk Engine and a legacy third-party cashflow engine. It uses financial domain knowledge to author and maintain database schemas for simulating and benchmarking the legacy financial system against the SAS proprietary Risk Engine. The role also maintains a functional validation suite for Risk Engine features, diagnoses numerical differences between systems against acceptance criteria, and compares pricing methods, cashflow engines, and credit behavior models across asset classes including bonds, loans, derivatives, and equity instruments. May work remotely pursuant to SAS’ Flexible Work Program. Applicants must be legally authorized to work in the United States and must not require employment visa sponsorship now or in the future. SAS is an equal opportunity employer. Certain job functions may require access to technology or software subject to export or import regulations; SAS may collect nationality or citizenship information solely for trade law compliance.

Requirements

Bachelor’s degree in Computer Science, Financial Mathematics, or a related quantitative field.
Two years of experience in the job offered, as a Software Engineer, or in a 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 for various asset classes.
Understanding of Credit Risk Management, including credit behavior models based on diverse techniques.
Experience with SAS Programming, including developing, maintaining, and debugging SAS macros and scripts in SAS Viya or SAS 9.4 environments.
Proficiency in Golang.
Experience with Python or Groovy.
Experience implementing user interface components using Angular and TypeScript.
Knowledge of database interactions in transactional systems 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 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.
Legally authorized to work in the United States without requiring employment visa sponsorship now or in the future.

Responsibilities

Design, develop, and debug software for new and existing products according to development practices, timelines, and quality expectations.
Develop high-quality, testable, and scalable software solutions in accordance with R&D practices and processes.
Coordinate with project stakeholders to ensure implementations satisfy functional requirements and R&D standards.
Participate in project scoping and scheduling, track task progress, and notify stakeholders about blockers.
Ensure software quality through functional, unit, and performance testing; review test plans and identify updates needed to cover code changes.
Maintain accountability for the full code lifecycle, including support for internal and external consumers.
Collaborate with technical writers to create design and technical documentation for internal and external consumers.
Design and develop pricing methods for select financial methods using SAS proprietary Risk Engine.
Develop integration routines between the SAS proprietary Risk Engine and a legacy third-party cashflow engine.
Author and maintain database schemas to simulate and benchmark a legacy financial system against the SAS proprietary Risk Engine.
Author and maintain a functional validation suite for new Risk Engine features based on use cases and system implementation.
Diagnose and debug numerical differences between the SAS proprietary and legacy risk systems to validate against acceptance criteria.
Compare pricing methods, cashflow engines, and credit behavior models across asset classes such as bonds, loans, derivatives, and equity instruments.