Sr. SAS Developer in Pasadena
Gorilla Logic - Pasadena, CA

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Pay Rate: $70-$85 per hour
Terms: Contract 1099, or Contract W2
Duration: 6-12+ months
Location: Pasadena, CA

Gorilla Logic is a rapidly growing software consulting company located in the heart of downtown Boulder, with additional offices in New York and Bangalore and with large amount of customers across the nation. With established expertise in building enterprise apps for web and mobile, Gorilla Logic has a hefty portfolio of Fortune 500 and Fortune 100 clients. Our 85 person team works with technologies such as Java, Flex, HTML5, JQuery, Android, iOS, PHP and many more. Because of our talented engineers and extreme success across multiple industries, we are the industry's GORILLAS. We continuously strive to seperate ourselves from our competitors by hiring top-tier talent, and that's why we are interested in YOU.

One of our top clients in the Pasadena area is in the financial industry, and is looking for a long term Sr. SAS Developer to join their team as a contractor.

Job Description:
The Senior SAS Developer will be responsible for the design, development, programming, and testing of risk and analytic systems and calculations, and specifically the implementation of quantitative models for security valuation and related simulation techniques. He/she will work closely with the quantitative risk managers (financial engineers) to understand and implement their models in a robust and supportable manner, in adherence with sound IT practices. He/she will also work closely with IT/Quant developers, QA engineers, and business analysts through out project lifecycle under minimum supervision of project manager.


  • Actively communicate with Quantitative Risk Analysts and Financial Engineers/ Modelers to understand and to document quantitative models for: valuing complex securities; simulating historical, statistical and theoretical market states/scenarios; computing deterministic and stochastic security and portfolio level risk measures.
  • Design, develop and test software to implement the above models using SAS, mathematics/statistics/financial libraries as well as procedural, object-oriented and scripting languages.
  • Develop high quality code that is efficient (fast), supportable, and follows industry best practices.
  • Coordinate and support the testing of models with QA engineer and user by executing tests and providing results and supporting data.
  • Support production Risk Systems and models by researching and diagnosing issues, answering user/business questions, and rectifying issues as required.
  • Produce appropriate project documentation including schedules, system requirements, technical designs and testing plans and results.
  • Interface directly with development and operational groups in support of software and production releases.



  • Minimum 5 years intensive hands-on experience with SAS and familiar with BASE SAS, Macros, SAS SQL and Enterprise Guide.
  • Minimum 5 years software development related to financial models in fixed income or derivatives domain.
  • Minimum 3 years of hands-on experience with implementation of market risk models or systems.
  • Minimum 3 years of hands-on working experience with SAS Risk Dimensions.
  • Moderate knowledge of statistical distributions and calculations and basic understanding of matrix calculation required.
  • Familiar with relational databases (Oracle preferred) and Store Procedures required.
  • Prior hands-on working experience with SAS Business Intelligence Applications for Reporting and Analysis and SAS Information Map Studio are strongly preferred.
  • Prior hands-on working experience with FinCAD Analytics Suite for developer is strongly preferred.
  • Prior large scale SAS based IT system implementation experience is strongly preferred.


  • Familiar with a broad array of Fixed Income products including Structured Product, Options, and Swaps and other derivatives.
  • Familiar with common fixed income analytics and risk measurement terminology and calculations.
  • Familiar with classical simulation methodologies such as Variance Covariance Matrix based Monte Carlo, model based Monte Carlo, and various interest rate models.
  • Prior experience implementing or enhancing a risk management system is a huge plus.


  • Strong communication and documentation skills
  • Highly self-motivated, results oriented, and capable of independent and critical thinking and problem solving

BS. or equivalent education in computer science or engineering is required.

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About this company
Gorilla Logic provides software tools and consulting services that dramatically reduce the cost and complexity of application development...