Valuation Market Engineer - Casablanca
Company sector : IT (Information Technology)
COMPANY :
Société Générale Global Solution Centre (SG GSC) Morocco embodies the new generation of the Société Générale Group's centers of excellence. Born from the merger of SG ABS and SG ATS, it brings together business and technological expertise to support the transformation of banking activities on an international scale.
Present in Casablanca and Abidjan, SG GSC Morocco supports the Group's businesses with recognized skills in finance, risk, credit, audit, data, digital, and technologies. Our teams contribute to the design and deployment of innovative solutions that support the Group's performance, agility, and competitiveness.
By joining us, you will evolve in an international, collaborative, and stimulating environment, where every talent is encouraged to learn, innovate, and grow. Together, we build the solutions that shape tomorrow's banking and create a lasting impact for our clients, our businesses, and our employees.
Our ambition: to make SG GSC Morocco a benchmark center of excellence, recognized for its talent, innovation, and contribution to the success of the Société Générale Group.
Company culture :
Job :
Within the team, you will be responsible for:
- Carrying out studies (analysis, documentation, and committee presentation) for various topics affecting valuation (releases, systems, model changes, methodological changes)
- Participating in the design of methodologies for fair value adjustments of financial products (Day One, IPV, RP, PVA) in partnership with Front Office
- Implementing, calculating, and analyzing these valuation adjustments to estimate the exit cost price of a position impacting the economic and accounting P&L
- Implementing, calculating, and analyzing prudential valuation adjustments (PVA) impacting the bank's regulatory capital
- Contributing to the industrialization process of the Valuation Group's calculation libraries (in C# and Python programming languages) for greater robustness and efficiency.
- Designing, developing, and improving analysis and reporting tools.
- Supporting Front Office and our partner teams (RISQ, DFIN) in the design, integration, and understanding of valuation adjustment calculations in the P&L
- Responding to requests from auditors and regulators
Required profile :
The skills related to the position's mandate are as follows:
- Knowledge of market environments, Fixed Income financial products (Rates, Credit, FX, Inflation, Bonds, Exotics) or Equity
- Knowledge of financial product valuation techniques
- Knowledge of risk metrics for structured products
- Team spirit
- Responsibility and commitment
- You have solid foundations in computer programming (Python, C#, VBA...)
- 5 years of experience in investment banking market activities or market risk.
You are rigorous, proactive, and propose solutions. You develop communication skills and strong adaptability. You also possess good analytical abilities. Your professional involvement, combined with your ability to manage, support, and your taste for teamwork, will be major assets for success in this role.
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