18 days old
2018-01-022018-01-30

Sr. SAS Operational Research Developer

Charlotte, NC 28202
  • Job Code
    593539
  • Payrate
    $70 To $80

Sr. SAS/OR Operational Research Developer


Contract to hire


Charlotte, NC (uptown location)


The Liquidity Risk team is looking for a data scientist with a strong background in dynamic and linear programming using SAS/OR (operational research). This team is building out a new data analytics platform to measure liquidity risk which involves complex calculations and development of statistical models involving financial data from multiple lines of business including some of the following: derivatives, securities trading, corporate treasury, bonds, mortgage backed securities, FX, middle office accounting, general ledger, cash, and repo trading to name a few.


Requirements:


Strong background in mathematics and quantitative analysis


Experience in dynamic and/or linear programming implementing optimization models and simulations


Experience with SAS/OR Operational Research o similar tools


Experience with algorithmic programming


Preferred or "nice to have skills":


Experience with MathWorks or with MATLAB


Understanding of Capital Markets Finance, Accounting Principals, Market Risk and enterprise General Ledger Systems


PHD in Mathematics


Programming background in C++ or Python

Categories

  • Information Technology

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Sr. SAS Operational Research Developer

Randstad Technologies
Charlotte, NC 28202

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Sr. SAS Operational Research Developer

Randstad Technologies
Charlotte, NC
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