Sr Quant QA Engineer

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.

Requirements:

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.

Qualifications

Quantitative, statistical and/or financial models, SAS #J-18808-Ljbffr