Senior Associate Software Developer, Risk Engine

SAS•Cary, NC

About The Position

Designs, develops, and debugs software of diverse scope for new and existing products in line with designated development practices, timelines, and quality expectations. Develops high-quality, testable, and scalable software solutions while adhering to R&D best practices and processes. Works with project stakeholders, including managers, developers, user interface and visual designers, and product managers, to ensure implementations meet functional requirements and established R&D standards. Participates in project scoping and scheduling, tracks task progress, and alerts stakeholders to blockers. Ensures quality through functional, unit, and performance testing, and reviews test plans to identify updates needed for code changes, enhancements, redesigns, and bug fixes. Maintains accountability for the full code lifecycle, including support for internal and external consumers. Collaborates with technical writers on design and technical documentation for those consumers. Designs and develops pricing methods for selected financial methods using the SAS proprietary Risk Engine, and develops integration routines between it and a legacy third-party cashflow engine. Uses financial domain knowledge to create and maintain dedicated database schemas for simulating and benchmarking the legacy financial system against the SAS Risk Engine. Authors and maintains a functional validation suite for new Risk Engine features based on use cases and system implementation. Diagnoses and debugs numerical differences between the systems to validate them against system acceptance criteria. Compares pricing methods, cashflow engines across asset classes such as bonds, loans, derivatives, and equity instruments, and credit behavior models including probability of default, loss given default, and exposure at default. May work remotely pursuant to SAS’ Flexible Work Program.

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 using diverse techniques.
Experience developing, maintaining, and debugging 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 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 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.
Must be legally authorized to work in the United States and must not require 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 while following R&D practices and processes.
Coordinate with project stakeholders to ensure implementations meet functional requirements and R&D standards.
Participate in project scoping and scheduling, track task progress, and alert stakeholders to blockers.
Ensure software quality through functional, unit, and performance testing; review test plans and communicate required updates for code changes.
Support the entire code lifecycle for internal and external consumers.
Collaborate with technical writers on design and technical documentation.
Design and develop pricing methods for selected financial methods using SAS proprietary Risk Engine.
Develop integration routines between the SAS Risk Engine and a legacy third-party cashflow engine.
Create and maintain database schemas to simulate and benchmark the legacy financial system against the SAS 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 two risk systems and validate against system acceptance criteria.
Compare pricing methods and cashflow engines across asset classes, and compare credit behavior models.