SAS Institute

Position Title/Short Description

Full Text of JOE Listing:

As a member of the SAS/ETS software development team, you will create innovative software to apply cutting-edge econometric and time series methods. Duties include researching of statistical methodology and computational algorithms; designing of software tools for economic modeling; programming and testing of modules; guiding junior developers in performance of supporting programming tasks; authoring user documentation and papers to communicate the best use of the software for economic analysis; presenting to professional audiences about the product and analytical methods; communicating with other SAS professional staff in testing, technical support, education, marketing, and other departments; and performing other tasks as assigned.

Essential qualifications include: Ph.D. in econometrics, finance, statistics, or a related quantitative field; at least one year experience in econometrics, financial modeling, or time series research (which may include Ph.D. dissertation research); computer programming experience; very strong mathematical skills; excellent communication skills.

Research Statistician Developer - Econometrics - 20005159
Advanced theoretical training or research in one or more of the following areas of econometric specialization: Bayesian econometrics and Bayesian time series analysis; MCMC and other sampling algorithms for hierarchical Bayesian models; Bayesian model selection and model averaging; multivariate long-memory time series processes; generalized State Space models (nonlinear and non-Gaussian SSM); dynamic multivariate heteroscedasticity models and related methods for modeling and simulation of changing patterns of volatility and correlations; dynamic structural equation models and DSGE; distributed/parallel computational algorithms for econometrics; information and entropy econometrics; other areas of econometrics.

Research Statistician Developer - Financial Econometrics - 20005186
Advanced theoretical training or research in one or more of the following areas of specialization: copula methods for modeling and simulating multivariate dependence structures, with application to risk management problems; models of time-varying volatility and changing risk factor correlations; Bayesian methods for financial and risk modeling, including the use of MCMC and related algorithms; distributed/parallel computational for econometrics and financial modeling; other areas of financial econometrics.

Financial Econometrics Software Tester - 20005383
Essential qualifications include: advanced degree in econometrics/economics, statistics, or a related quantitative field including extensive coursework in mathematics; at least two years’ experience in an econometric discipline, such as, but not limited to: financial econometrics (including copula methods), Bayesian methods (including model selection and advanced posterior sampling algorithms), time series econometrics (including multivariate GARCH modeling, high-frequency and mixed-frequency data modeling, and long-memory processes), discrete choice and limited dependent variable models; at least one year of SAS programming experience.