with demonstrated accomplishment in analysis, programming and managing data request projects within the derivatives business unit. Position will be responsible for analyzing user requirements, procedures, and problems to automate or improve existing systems and review computer system capabilities, workflow, and scheduling limitations.. Participates in or facilitates business process modeling and research efforts using both historical and Real Time data. Primary focus will be creating data infrastructures suited for sampling, modeling, analyzing, scoring and back testing. Hands on experience with extremely large transactional databases and 10 years of SAS history. Substantive experience with SAS required. PRINCIPAL DUTIES AND RESPONSIBILITIES:
The essential functions of the position include, but are not limited to the following duties consistent with the SAS Options Programmer function:
Experience in programming and reporting by using Base SAS, SAS/MACRO, SAS/SQL and SAS/ODS in Windows and UNIX.
Data testing, validation, debugging and understanding of functionality is a critical requirement.
Excellent oral and written communication skills.
Advanced knowledge and experience of Microsoft Office tools (MS Access, MS Word, MS PowerPoint, MS Excel and Visio).
Ability to develop tables, listings and graphs by using the appropriate software. Ability to create SAS Meta data sets for creating cross reference SAS datasets and various frequency analysis.
Strong acumen using: Secure Portals, Dashboards, Web Based Report Viewing, Web Based Report Building, Transition Reports to PDF, Microsoft Integrated Capability, Query Capabilities and Business Visualization Capability.
Provides ad-hoc support for generating statistical tables and reports.
Create and manage SAS data sets for data analysis, generating reports, graphics and statistical analysis.
Creates graphic data presentations illustrating relationships that are difficult to see in spreadsheets or table formats.
Ability to function seamlessly between Microsoft Office applications.
Acts as a liaison between SAS group and options business unit.
Ability to write complicated code over various data bases.
Provides a single point of contact for options data.
Provide benchmark statistical data sets for clients.
Capture data and develop programs specific to the derivatives group.
Makes recommendations for data display and dissemination enhancements.
Write code to summarize trading activity into well organized reports.
Interfaces regularly with SAS Group and NYSE Data group and occasionally with customers to obtain product guidelines and constraints of related documentation.
SAS Tools: SAS, SAS/BASE, SAS/MACRO, SAS/SQL, SAS/GRAPH, SAS/ACCESS
Languages: SAS, SQL, PL/SQL, JAVA, Visual Basic
Systems: Windows, UNIX, Linux
Database Packages: Oracle, SQL, AM Access, Netezza
Office Tools: MS Office, DBMS COPY, Map Point, Business Object
Project Management Tools: MS Project, Visio
Data Mining Applications: SAS Enterprise Miner
Must have the following attributes:
Exchange experience with moderate understanding of derivatives
Moderate understanding of Market Making within the derivatives industry
Highly proficient with Microsoft Office Applications
Highly proficient with integrating multiple data sources into familiar environments
Strong query and data analysis capabilities
Ability to manipulate large volumes of data
SAS Programming, SAS Macro, SAS/SQL, SAS Enterprise Miner, Advanced SAS programming techniques and efficiencies, SAS report writing.
Master's or equivalent