About the job
Nice to meet you!
We’re the leader in analytics. Through our software and services, we inspire customers around the world to transform data into intelligence – and questions into answers.
We’re also a debt-free multi-billion-dollar organization on our path to IPO-readiness. If you’re looking for a dynamic, fulfilling career coupled with flexibility and world-class employee experience, you’ll find it here.
What You’ll Do
As a Senior Operations Research Specialist at SAS on the Scientific Computing Team, you will develop, document, and support the SAS Optimization product, which includes an algebraic modeling language and eight mathematical optimization solvers, with an emphasis on computational performance.
You Will
- Improve the performance of existing optimization solvers, including linear programming (LP) and mixed integer linear programming (MILP).
- Support additional problem types, such as mixed integer quadratic programming (MIQP), mixed integer quadratically constrained programming (MIQCP), and mixed integer nonlinear programming (MINLP).
- Work closely with other solver developers, testers, consultants, and technical support.
- Ensures all applicable security policies and processes are followed to support the organization’s secure software development goals.
Requirements
- You’re curious, passionate, authentic, and accountable. These are our values and influence everything we do.
- PhD in Operations Research, Applied Mathematics, Computer Science, or a related quantitative field.
- 8+ years of experience with Linear Programming (LP), Mixed Integer Linear Programming (MILP), Quadratic Programming (QP), or other mathematical optimization solvers.
- 5+ years of expertise with programming in C or C++.
Preferences
- Experience working on commercial-grade software.
- Interest in LP simplex algorithm performance.
- Experience with interior point algorithms for linear, quadratic, conic, or general nonlinear optimization.
- Experience with implementing multithreaded and/or distributed algorithms.
- Experience with Dantzig-Wolfe decomposition and/or Benders decomposition.
- Experience with SAS programming, SAS macro language, and SAS/OR or SAS Optimization.
- Experience with commercial optimization packages such as IBM ILOG CPLEX, Gurobi, FICO Xpress, or SAS.
- Experience with commercial algebraic modeling languages such as AMPL, OPL, Mosel, or OPTMODEL.
- Ability to identify and proactively solve problems.
- Excellent written and verbal communication skills.