SAS TO PYTHON MIGRATION - Freelance

SAS TO PYTHON MIGRATION & PARALLEL RUN VALIDATION

1. CONTEXT AND SCOPE

A significant number of existing modelling processes, macros and quantitative methodologies are currently implemented in SAS. These components need to be progressively migrated to Python while ensuring that the new implementations reproduce the expected behaviour and results of the existing SAS processes.

The assignment therefore combines SAS code analysis, Python redevelopment and systematic SAS/Python double-run validation.

2. OBJECTIVES

The main objective is to support the controlled migration of existing SAS modelling processes to Python while minimizing functional and methodological risks.

The assignment will notably contribute to:

• Analysing existing SAS programs, macros and applications packages.

• Documenting their functional and methodological behaviour;

• Translating, then redesigning them in Python; Helping packaging integration.

• Defining appropriate SAS/Python comparison methodologies;

• Performing double runs between legacy SAS and target Python implementations;

• Analysing, explaining and documenting differences between the two environments;

• Documenting migration and validation results;

• Supporting the progressive decommissioning of the migrated SAS components.

• Training other team members to Python practices.

3. DESCRIPTION OF SERVICES AND DELIVERABLES

3.1 Services

The consultant will act as a SAS/Python expert with strong quantitative and credit risk modelling knowledge.

3.2 Deliverables

Expected deliverables include:

• Inventory and migration backlog of SAS components; Documented mapping between SAS and Python implementations;

• Python implementations of selected SAS codes, using Standards Python Libraries;

• SAS/Python double-run framework; Comparison reports covering expected outputs and identified discrepancies;

• Documentation: Documented analysis and resolution of material differences; Validation evidence for migrated components; Technical and functional documentation; Migration status and traceability documentation.

4. REQUIRED PROFILE

Profile: SAS/Python Quant Developer - Credit Risk

Target experience: 5-10 years.

Key expertise:

1. Strong SAS expertise, including complex SAS programs, macros and data-processing workflows;

2. Advanced Python expertise, notably pandas, NumPy, testing and development of production-quality quantitative code;

3. Credit risk modelling knowledge, enabling the consultant to understand the methodological logic behind the code rather than performing a purely syntactic translation.

Experience with SAS/Python reconciliation, regression testing, dataset comparison, numerical validation and model development workflows is particularly important.

Knowledge of Git, CI/CD, pytest, Python packaging and Dataiku would be an advantage.

language : French & English, the manager is based on UK