SAS Programmer

SAS Programmer (3-5 yrs)

Qualification - MBA/MA from Foreign University

Skills - Exposure towards SAS

Job description:

- Support the client in quantitative equity analytics spanning topics such as as portfolio construction/optimization, performance and risk measurement, multi-factor models and equity market microstructure. 

- Working on executing client requests, such as back-testing delta-one strategies, global cross-sectional volatility analysis, portfolio rebalancing/transitions, pair-wise correlation analysis, portfolio style analysis and portfolio risk decomposition. 

- Construct optimized hedges and tactical baskets given problem-specific constraints. 

To apply for this position, applicant will ideally need to have:

- SAS programming/coding experience of 3+ Years

- Strong data manipulation skills using SAS, SQL.

- Knowledge of equity capital markets, familiarity with return and volatility analysis for equity portfolios.

- Experience in working with large data sets like financial time-series data.

- Strong analytical and problem solving skills. 

- Advanced user of Excel and VBA

- Good written and oral communication, and client interfacing skills.

Please share your profiles to megham@ambaresearch.com