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RD Quant Developer

RD Quant Developer

Société Générale AssurancesCasablanca, Morocco
منذ أكثر من 30 يومًا
الوصف الوظيفي

RD Quant Developer

Banque de financement et d'investissement CDI Casablanca, Région de Casablanca-Settat, Maroc Télétravail possible Référence 250009S1 Date de début Immediately Date de publication 25 / 04 / 2025

Vos missions au quotidien

Within ARD (Applied Research and Development) department, we are seeking a highly skilled and mission-driven Quantitative Developer to join our dynamic and fresh quants team. The primary mission of the team is to rationalize and streamline our shared pricing cross asset library code, monitor and test our implemented models offer (Equity, Forex, Rate, Inflation and Hybrids) and provide critical support to the XVA trading desks. This role plays a pivotal part in helping manage credit risk by ensuring our systems and models operate efficiently and accurately.

The ideal candidate will have a strong quantitative background, expertise in financial derivatives and risk management, and experience with complex pricing libraries. You will collaborate with traders, expert modelers, and risk teams to enhance our ability to price and manage risk across a wide range of financial instruments.

Key Responsibilities :

1. Pricing Library Rationalization

  • Refactor, optimize, and consolidate existing pricing libraries to ensure efficiency, scalability, and maintainability.
  • Implement best practices in software engineering for quantitative finance, focusing on code clarity, performance, and modularity.
  • Enhance documentation of pricing libraries to ensure ease of usability and knowledge sharing across teams.

2. Valuation Risk Implementation

  • Respond to valuation risks of a wide range of payoffs and enhance models’ documentation with well-reasoned explanations and recommended actions regarding model use and pricing methodologies.
  • Collaborate closely with model validation teams to ensure that model documentation and implementation adhere to regulatory and internal standards.
  • Implement and test models that are aligned with trading needs, risk management, and regulatory requirements.

    • 3. XVA Desk Support

  • Provide day-to-day quantitative support to the XVA trading desk, including real-time troubleshooting of pricing and risk issues.
  • Ensure accurate and efficient credit, funding, and collateral risk calculations in pricing and risk management processes.
  • Assist in the development of tools for the XVA trading desk to improve the management of credit exposure and optimize counterparty risk.

    • Et si c’était vous ?

    Targeted Skills & Qualifications :

  • Advanced degree in Quantitative Finance, Mathematics, Computer Science, or a related field.
  • Strong programming skills in object-oriented programming, C#, Python, or other relevant languages used in financial modelling.
  • Knowledge of financial derivatives, XVA adjustments (CVA, DVA, FVA), and credit risk management.
  • Excellent problem-solving abilities and a proactive approach to improving systems and processes.
  • Ability to work collaboratively across teams, particularly with traders, quants, and risk managers.
  • Experience with pricing library development and refactoring within a quantitative finance setting.
  • Strong understanding of model validation, regulatory frameworks, and compliance requirements.

    • What We Offer :

  • Competitive salary in local market and performance-based bonuses.
  • Opportunity to work in an international cutting-edge financial environment with industry-leading technology and resources.
  • Development opportunities within a fast-paced, dynamic, and highly skilled team.
  • Access to ongoing learning and professional development in quantitative finance.

    • Pourquoi nous choisir ?

    Créée en 2014, SG ATS est une filiale du Groupe Société Générale qui fournit des solutions agiles et efficaces aux salles des marchés SG en Europe (principalement à Paris et Londres) afin de les aider à se développer et à répondre aux exigences de plus en plus fortes imposées par les différentes législations bancaires internationales.

    Forte de son succès, SG ATS fournit aujourd'hui des prestations à forte valeur ajoutée à différentes lignes de métiers du Groupe (en Europe principalement mais également aux Etats-Unis et en Asie) sur des activités de marchés, mais également à plusieurs directions du Groupe Société Générale.

    Sacrée « Meilleur Employeur 2023 – Maroc » SG ATS est une structure jeune, dynamique qui positionne le capital humain au centre de son développement. SG ATS souhaite donc s’entourer de talents qui participeront activement à la réussite de l’entreprise tout en évoluant dans un environnement international propice au développement de compétences à forte valeur ajoutée.

    Diversité et inclusion

    Nous sommes un employeur garantissant l'égalité des chances et nous sommes fiers de faire de la diversité une force pour notre entreprise. Le groupe s’engage à reconnaître et à promouvoir tous les talents , quels que soient leurs croyances, âge, handicap, origine ethnique, nationalité, appartenance à une organisation politique, religieuse, syndicale ou à une minorité, ou toute autre caractéristique qui pourrait faire l’objet d’une discrimination. Partager RD Quant Developer CDI Casablanca, Région de Casablanca-Settat, Maroc Télétravail possible

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