Company culture :

Job :

The Production team's role is to ensure End-to-End (E2E) production of our pricing platforms and to provide all users of our calculators, worldwide (Trading, engineering, sales, risk managers…), with a high level of support and analysis. It guarantees the correct use of pricing methodologies and services provided by R&D.

You will be based in Casablanca, within the SG Africa Technologies & Services (SG ATS) subsidiary.

This position will involve interaction with Research & Development teams (Quants /DEV /QA /OPS…), with our partners and other CIB IT departments, and with our clients (Trading/Finance/RISQ….). Your focus will primarily be on monitoring the proper functioning of our pricing libraries in production and their hosting ecosystem. You will be responsible for managing daily production incidents and providing necessary support to users.
R&D applications involve:
• Over 25 years of CPU time processed in a few hours each evening, by distributing calculations across an internal grid, public cloud, or even computing clusters (green computing)
• Over 6 million price requests served daily, with peaks of 20K/min and a service availability of >99%

As a production engineer, your role will consist of:

o Assisting users of our pricers and providing solutions/workarounds to ensure business continuity.
o Providing L2 support to our users in different regions (EU, US & HK) and business lines (Fx, Rates & Crd….).
o Monitoring various Business Processes: PnL, XVA, CCR, FRTB, VAR… and understanding the workings of different chains.
o Interacting with the front office to respond to their various requests: conducting functional investigations, ensuring the consistency of figures provided by our pricers, and understanding the nature of any pricing errors.
o Initially, the role will focus on investigating functional incidents related to pricing, but may also extend to investigating technical incidents (API, Data Base…) as needed.
o Working with other FTS (Follow The Sun) support teams in Bangalore and Montreal to maintain stable production and effectively respond to client requests.
o Reporting/Escalating incidents to our L3 teams: DEV, Quant, Ops…, and tracking the progress of investigations while regularly communicating updates to our clients.
o Writing and enhancing troubleshooting documents and feeding procedures to facilitate future investigations.
o Initiating and facilitating the Post-Incident Review (PIR) process, and developing strategies to anticipate future occurrences and improve the robustness of our pricers.
o Ensuring adherence to incident and problem management procedures, and ensuring they are updated in accordance with Group procedures.
o Promoting a culture of sharing and collaboration within the team and maintaining positive dynamics with colleagues in line with Group values.
o Participating in on-call duties on weekends or public holidays as needed. 

Required profile :

Higher education degree (Master's, Engineering school, or University postgraduate degree) with a specialization in Computer Science and/or Financial Markets.

Experience of 3 years or more in a similar role within an Investment Bank or the banking sector is essential for the position.

Given the international context, fluent English is essential.

You will receive regular training on the ecosystem as well as various financial businesses and products, however, the candidate must have a solid foundation in financial products and markets.

A mastery of the software development cycle is desirable but not required; some basics in algorithms and prior experience in an IT environment are desirable.

Required Skills:

• Knowledge of financial products (Fixed Income, Currencies …);
• Mastery of financial product valuation;
• Knowledge of Greeks: Delta, Vega, Theta
• Knowledge of other risk measures is a plus: Var, Xva, Ccr.
• Mastery of the business processes of an investment bank: Front-Office to Back-Office;
• Autonomy and reactivity;
• Good communication and coordination skills (English and French);
• Resilience
• Service-oriented attitude and client relations.