SAS Institute - Pune, IN
posted 4 days ago
About the position
As a Risk Software Developer in our Risk Solutions team, you'll have the opportunity to expand your skills and make a significant impact in the regulatory risk management field. This role offers a unique blend of business and technical challenges, allowing you to gain hands-on experience with cutting-edge technologies and best practices in risk management. You'll work with programming languages like SAS and Python, while also leveraging domain knowledge to implement banking regulations like BCBS Basel4, European CRR3 standards. In this position, you'll contribute to the development of SAS Risk, Fraud, and Compliance solutions for global markets. Your responsibilities will span the entire development lifecycle, including design, coding, testing, and documentation. You'll also play a crucial role as a Quality Champion, implementing and collaborating on best practices with your peers. This role provides excellent exposure to Agile methodologies and Test-Driven Development (ATDD), ensuring you're at the forefront of modern software development practices.
Responsibilities
- Collaborate on the development of SAS Solution for Regulatory Capital.
- Assess the impact of new regulations (Basel 4, CRR3) on the existing solution.
- Develop regulatory capital calculations using SAS programming and tools.
- Contribute to the design, development, unit testing, integration testing, and documentation of product features.
- Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features.
- Participate in defining user stories and acceptance criteria for product features.
- Review business and solution requirements/design documents for accuracy.
- Scope and define work effort for regulatory updates, including task breakdown and estimation.
- Analyse and interpret complex regulatory requirements with minimal supervision.
Requirements
- Exposure to calculating regulatory capital for credit, market, and operational risks.
- Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations.
- Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
- Exposure to banking data preparation for regulatory reports like COREP and FINREP.
- Professional risk management qualification, such as FRM or equivalent.
- Strong proficiency in SAS programming language, including Base SAS, SAS Macros.
- Hands on expertise of SQL, Python.
- Demonstrated ability to write clean and efficient code through prior programming experience.
Nice-to-haves
- Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.
