Sr Quant QA Engineer

Responsibilities

• Work closely with quantitative developer, financial engineer, and system QA Engineer in transforming quantitative business requirements and use cases into test cases for model validation, functional, regression and integration testing.
• Create, execute, track and report on model validation, functional and integration test cases of highly quantitative risk management applications.
• Validate business rules in calculations and quantitative workflow; find, report and retest defects; execute end-to-end testing, integration and functional testing as assigned; track test case execution using Quality Center.
• Develop test strategies and test plans, ensure product quality, provide consulting on quality techniques, and ensure adherence to proper software development procedures.
• Estimate QA efforts, and develop testing strategy. Manage QA deliveries for assigned projects.
• Provide hands on testing support during QA phase and production validation.
• Provide regular status reports to QA lead, QA manager and project manager.
• Be responsible for collecting raw data and QA metrics.
• Participate in project meetings to understand requirements and milestones.

• Minimum 3 years software development related to quantitative, statistical and/or financial models.
• Minimum 2 years of experience programming in SAS; familiar with Base SAS, Macros, PROC SQL, and SAS Enterprise Guide.
• Minimum 3 years of model validation experience with highly quantitative applications.
• Evidence of ability to design and develop SAS programs. Experience developing and using automated unit testing and data validation.
• Must be proficient in Unix environments and ability to write complex SQL queries for validating and comparing large volumes of data between tables and schemas in Oracle/Sybase.
• Must have strong understanding of SDLC and QA's role during each phase.
• Must have thorough understanding of different testing types including functional, regression, integration, UI, Backend, UAT, smoke, performance testing.
• Must have ability to design and develop comprehensive test strategy, test plan and test cases.
• Must have strong background in reviewing business and functional requirements in order to produce high level test strategy and test cases.
• Must have good working knowledge of QC and other defect tracking systems ex) Jira.
• Must have strong analytical and problem solving skills.
• Must be able to work independently and be a good team player.
• Must have ability to work in a highly demanding, fast paced environment managing multi projects simultaneously.
• Must be knowledgeable with Windows OS platforms/Office applications ex) MS word, excel, project, etc.
• Must be knowledgeable of multi-tier architecture and networking.
• B.S. or equivalent education in financial engineering is required.

Quantitative, statistical and/or financial models, SAS