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Senior SAS Risk Modeler/Programmer

Company Name:
Analytiks International Inc
Senior SAS Risk Modeler/Programmer
Financial Services
Location: Garden City, NY
100% Onsite
Contract Duration: 6 months
Start Date: ASAP

The Senior Risk Modeler / Programmer will be responsible for reviewing risk models created in SAS and FICO Blaze Advisor Decision Engine. This individual will need to be able to review both SAS code and XML code in order to accurately compare the models created in both environments. This individual will also need to run both versions of models in order to determine levels of accuracy because models run in parallel within both environments.
This individual will need to be an expert level SAS & XML programmer with the ability to read and convert from one to the other. If the models accuracy are not the same within each environment, this individual will need to make the necessary changes to the code to ensure similarities.

Skill Set and Job Requirements

Must have a minimum of 3 years' experience in the development, use, and validation of risk models for measuring credit risk within financial institutions.
A minimum of a Bachelor's degree in a field that provides a strong background in programming, finance, economics, and statistical methods. Master's degree is preferred.
Expert in the use of software for data handling and model development, including Excel, SAS and/or SQL.
Expert level SAS programmer
Knowledge of XML
Experience with FICO Blaze Advisor Decision Engine
Experience with credit risk

SAS Certifications
Base
Advanced Programming

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