SAS Developer - JPMorgan Chase (Columbus, OH)
The incumbent for this position is responsible for managing and maintaining the data of the Collateral Modeling Team; developing programs to report on the monthly automated valuation model (AVM) validation test and developing programs and utilities in support of the team’s research and development efforts. Specifically, the incumbent will have the following responsibilities:- Manage the data for the Chase AVM validation test
- Extract, transmit and retrieve data from the AVM vendors on a monthly basis.
- Organize, create and update metadata on the AVM validation dataset.
- Make AVM validation data readily available to team members in support of on going collateral research.
- Develop and run programs that track AVM performance in the Chase AVM validation test.
- Develop code for the Collateral Simulation Optimization Tool (CSOT). CSOT is a statistically based tool designed to assist risk management in measuring and comparing the risk/reward trade-off various collateral valuation methodologies (like AVMs, BPO and appraisals)
- Manage the data for third party AVM validation test
- Retrieve, scrub and load data into datasets on regular basis.
- Organize, create and update metadata on the vendor validation dataset.
- Manage data extraction and retrieval for other third party collateral valuation and fraud validation tests.
- Research, extract and scrub data for the Collateral Modeling team as needed.
- Develop programs and utilities for the Collateral Modeling team as needed.
RELATIONSHIP: The Collateral Analyst reports directly to the Collateral Modeling Manager within Consumer Risk Modeling and Analytics.
EDUCATION: The incumbent should have a minimum of a Bachelors of Science in a field that provides a strong background in programming or data management skills.
QUALIFICATIONS: While the incumbent’s experience and accomplishments will be the determining factor, the incumbent must have the following qualifications: - Minimum of 2 years experience within database management.
- Minimum of 5 years experience programming in SAS and other languages like Java or C++.
- Excellent communication skills, as the incumbent will frequently be called upon to make presentations to managers and to write documents that describe work products in a clear manner.
- Must be able to handle projects with a minimum of oversight and supervision.
Apply online at careers.jpmorganchase.com
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