full-time
R&D Quant Developer
Société Générale
- Employer
- Société Générale
- Location
- Casablanca, Casablanca-Settat, Morocco
- Working pattern
- on-site
About the role
Refactor, optimize, document, and test cross-asset pricing libraries and models, addressing valuation risks and meeting regulatory and internal standards. Provide day-to-day quantitative support to XVA traders, including troubleshooting pricing and risk issues and improving tools for credit, funding, collateral, and counterparty risk management. An advanced degree in quantitative finance, mathematics, computer science, or a related field is sought, along with strong object-oriented programming skills and experience developing or refactoring pricing libraries. Candidates should understand financial derivatives, XVA and credit risk, model validation, regulatory requirements, and be able to collaborate effectively with traders, quants, and risk teams.