R&D Quant Developer

About the role

Join the Applied Research and Development (ARD) department of SG GSC Morocco as a Quantitative Developer. You will help rationalise and streamline a cross‑asset pricing library, monitor model implementations and support XVA trading desks.

Key responsibilities

• Refactor, optimise and consolidate existing pricing libraries for efficiency, scalability and maintainability.
• Enhance documentation and implement best software‑engineering practices for quantitative finance.
• Respond to valuation risks, improve model documentation and collaborate with model validation teams.
• Provide day‑to‑day quantitative support to the XVA desk, including real‑time troubleshooting and tool development for credit and collateral risk calculations.

Required profile

• Advanced degree in Quantitative Finance, Mathematics, Computer Science or a related field.
• Strong problem‑solving abilities and proactive attitude towards system improvement.
• Ability to work collaboratively with traders, quants and risk managers.

Required skills

• Object‑oriented programming in C# and Python.
• Knowledge of financial derivatives, XVA adjustments (CVA, DVA, FVA) and credit risk management.
• Experience with pricing library development and refactoring in a quantitative finance setting.

What we offer

• Competitive salary and performance‑based bonuses.
• International, cutting‑edge financial environment with industry‑leading technology.
• Professional development and learning opportunities in quantitative finance.