SAS Developer - Operational Risk Management (ORM)

Job Summary:
We are seeking a highly motivated and skilled SAS Developer with 3-5 years of experience to join our dynamic Operational Risk Management (ORM) team. The successful candidate will play a crucial role in developing and maintaining critical risk management applications using the SAS suite of tools.

Key Responsibilities:
Loss Data Analysis & Reporting: Develop and maintain SAS programs for data extraction, transformation, and loading (ETL) of loss data from various sources (databases, spreadsheets, etc.).
Conduct data quality checks and identify data anomalies.
Generate comprehensive loss data reports, including key risk indicators (KRIs), frequency and severity analysis, and loss distributions.
Risk Modeling & Assessment: Develop and implement statistical models for operational risk quantification, such as loss frequency and severity models, and scenario analysis.
Assist in the development and implementation of risk assessment frameworks, including risk registers and control assessments.
Regulatory Reporting: Assist in the preparation of regulatory reports related to operational risk, such as regulatory capital calculations and internal capital adequacy assessments (ICAAs).
Risk Monitoring & Alerting: Develop and maintain risk monitoring dashboards and alerts to identify and escalate emerging risks.
Project Management & Collaboration: Collaborate with risk managers, data analysts, and other stakeholders to understand business requirements and translate them into technical solutions.
Participate in all phases of the project lifecycle, including requirements gathering, design, development, testing, and implementation.
Technical Support & Maintenance: Provide technical support for existing ORM applications.
Perform ongoing maintenance and enhancements to ensure the accuracy and efficiency of ORM systems.
Stay Updated: Keep abreast of the latest developments in SAS, operational risk management methodologies, and regulatory requirements.

Qualifications:
3-5 years of experience in SAS programming, including data step, SQL, macro programming, and base SAS procedures.
Strong understanding of operational risk management concepts and methodologies (e.g., Basel III, FRTB).
Experience with data warehousing and data integration principles.
Proficiency with relational databases (e.g., Oracle, SQL Server, MySQL).
Excellent analytical and problem-solving skills with a strong focus on data analysis and interpretation.
Strong communication and interpersonal skills with the ability to effectively communicate technical information to both technical and non-technical audiences.
Ability to work independently and as part of a team.
Experience with SAS Enterprise Guide, SAS Visual Analytics, and SAS Risk Dimensions.
Experience with cloud computing platforms (e.g., AWS, Azure, GCP).
Knowledge of Agile development methodologies.
Experience with scripting languages (e.g., Python).