Model Engineer - Market Finance - 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 expertise 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 the bank of tomorrow 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, its innovation, and its contribution to the success of the Société Générale Group.
Company culture :
Job :
Within the Risk team, the Model Engineer - Market Finance will have the following strategic mission:
• Independent review of Day One reserve amortization models
o Validation of the methodology
o Review of its implementation
o Review of its regular execution
• In-depth review of the observability rules applied to financial instruments, and their implications on the Day One reserve
• Review of valuation adjustments related to market parameter uncertainty
• Counter-implementation of key valuation parameters by developing tactical tools under Python
• Review of the effectiveness, quality, and relevance of the level 1 control framework, by evaluating the framework through process or activity reviews, control testing, and follow-up of quarterly certifications.
• Drafting of summary documents for internal audit teams, statutory auditors, and the Group supervisor (European Central Bank)
Required profile :
- Education/Academic Level: Master's degree (Bac+5) in financial engineering, mathematics, or a similar field
- Minimum of 2 years of experience in financial markets with significant exposure to structured product valuation issues, ideally within the IFRS accounting and prudential regulatory framework
- Good command of the Python language is required
- Advanced analytical skills with the ability to synthesize complex subjects
- Fluency in written and spoken French and English
- Proactive attitude with the ability to work independently and as part of a team
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