Manager - Valuation Risk Quant team

Within SG GSCM, we are looking for an experienced quantitative professional to lead the Valuation Risk Quant team in the Applied Research & Development department. The manager will combine team leadership and quantitative expertise to strengthen cross-asset pricing-model monitoring, valuation-risk governance and the evolution of the R&D pricing library.

•    Lead and develop the Valuation Risk Quant team, set priorities and coordinate the team roadmap and delivery.
•    Oversee continuous cross-asset monitoring and testing of pricing models across Equity, FX, Rates, Inflation and Hybrid products.
•    Coordinate responses to model-validation findings and valuation-risk requests with MRM, expert modelers, trading, risk and technology teams.
•    Ensure that model implementations, controls and documentation meet internal and regulatory requirements.
•    Drive high-stakes projects and improvements to the shared R&D pricing library, including code quality, testing, maintainability and monitoring.
•    Represent the team in governance forums and provide clear reporting on progress, risks and priorities.
 

•    At least 8 years of experience in quantitative development, model validation, pricing-model implementation or a related field.
•    Demonstrated experience with cross-asset model-validation and valuation-risk topics.
•    Advanced degree in Quantitative Finance, Applied Mathematics, Financial Engineering, Computer Science or a related discipline.
•    Strong programming skills in Python and object-oriented programming. C# and pricing-library experience are valued.
•    Experience leading complex, high-stakes projects involving multiple stakeholders.
•    Strong written and oral communication skills in an international environment.
•    Previous team leadership experience or coordination is highly desirable.

The candidate must be willing to take on both operational and managerial responsibilities in order to shape a strategic valuation-risk team, lead a highly skilled quantitative team and contribute directly to stronger model governance and cross-asset pricing capabilities within SG GSCM.
 

Né du rapprochement entre SG ABS et SG ATS, Société Générale Global Solution Centre Morocco (SG GSC Morocco) est le hub technologique et opérationnel du Groupe Société Générale en Afrique. Au cœur du réseau des Global Solution Centres, SG GSC Morocco accompagne la transformation des activités bancaires à l'échelle internationale en réunissant des expertises métiers et technologiques au service de plusieurs lignes de métiers du Groupe.

Présent au Maroc et à Abidjan, SG GSC Morocco intervient sur l’ensemble de la chaîne de valeur, en associant expertises financières et solutions technologiques pour accompagner les activités de Banque de Financement et d’Investissement à l’international ainsi que la banque de détail en Afrique.

Chez SG GSC Morocco, le capital humain est au cœur de notre ambition. Reconnu à travers le label Feel Good Company, nous nous attachons à offrir un environnement de travail stimulant, collaboratif et propice au développement des talents.

Rejoindre SG GSC Morocco, c'est évoluer dans un environnement international, contribuer à des projets stratégiques à forte valeur ajoutée, développer une double expertise métier et technologique et construire son parcours au sein d'une organisation qui encourage l'apprentissage continu, l'innovation et la mobilité.