1. Backup for the Production processes for FLIC FA:
- a. AIL Creation
- b. Controls
- c. History File Creation
- d. Output Reporting
- e. Implications of AV rollforward on current processes.
2. Additional AIL work and creation:
- a. EDH sourcing with migration from existing data warehouse file to the same data read directly from EDH (or an associated DataMart)
- b. Project Storm AIL from EDH / JFORS DataMart. (Guessing this will be a two-stage process)
- c. Project Harvers AILs from EDH / JFORS datamart
- d. Migration of other AIL processes to SAS. (From JFORS, MS Access, MySQL, etc.
Creation of Matrix related AILs (FLIC into production from Development, development of others as Matrix runs are scoped out for all other lines of business)
- Intermodel development
- Control Reporting
- Post model reporting:
- Development of Stat Reporting capabilities:
- Additional work on ad hoc reports
- Minimum 3 years working experience with SAS in general and familiar with Base SAS, Macros, PROC SQL, IML, and SAS Enterprise Guide.
- Minimum 3 years SAS based system design and performance optimization experience in IT capacity.
- Minimum 2 years software development related to financial models in fixed income or derivatives domain.
- SAS Certification nice to have but not required