Senior Associate Software Developer, Risk Engine

4 days ago

Remote, United States or Cary, NC, USASenior

Responsibilities

Design, develop, debug, and maintain scalable software for new and existing products.
Develop pricing methods using the SAS proprietary Risk Engine and integrate it with a legacy third-party cashflow engine.
Author and maintain database schemas, analytical libraries, cashflow generation, valuation functions, and functional validation suites.
Diagnose numerical differences between the SAS and legacy risk systems and validate results against system acceptance criteria.
Compare pricing methods and cashflow engines across bonds, loans, derivatives, equity instruments, and other asset classes.
Implement and maintain user interface components and integrate software with microservices-based systems.
Perform functional, unit, and performance testing and collaborate with testing stakeholders on test-plan coverage.
Participate in project scoping and scheduling, track task progress, document designs and technical details, and support internal and external consumers throughout the code lifecycle.

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 diverse asset classes.
Understanding of Credit Risk Management and credit behavior models using 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 and experience with Python or Groovy.
Experience implementing user interface components with Angular and TypeScript.
Knowledge of transactional database interactions using PostgreSQL, Oracle, or similar relational database systems.
Experience with Kubernetes, public cloud provider technologies, Docker containerization, container orchestration, Git-based version control systems, and RESTful APIs.
Understanding of microservices architecture, distributed systems, version control, CI/CD concepts, modern build tools, and dependency management.
Applicants must be legally authorized to work in the United States and must not require now or in the future sponsorship for employment visa status.