{"id":2616734,"url":"https://alion.io/job/societe-generale-rd-quantitative-solutions-engineer","title":"R&D Quantitative Solutions Engineer","company":{"id":1760180,"name":"Société Générale","domain":"societegenerale.com","url":"https://alion.io/company/societegenerale-com","size_band":"5000+","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Career sitemap","truth_index":null},"role":"Solutions","role_family":"Solutions","seniority":null,"employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Casablanca, Morocco"],"countries":["MA"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":98000,"max_usd":256000,"period":"year","method":null,"sample_n":5708},"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C#","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-10-07T00:00:00Z","employer_posted_date":"2026-10-07","last_verified_at":"2026-10-15T19:51:21Z","board_verified":true,"closed_at":null,"days_open":8,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":8},"description":"Responsibilities\n\n Vos missions au quotidien\nWithin ARD (Applied Research and Development) department, we are seeking a highly skilled and mission-driven Quantitative Solutions Engineer to join our dynamic and fresh quants team. The primary mission of the team is to rationalize and streamline our shared pricing cross asset library code, monitor and test our implemented models offer (Equity, Forex, Rate, Inflation and Hybrids) and provide critical support to the XVA trading desks. This role plays a pivotal part in helping manage credit risk by ensuring our systems and models operate efficiently and accurately.\nThe ideal candidate will have a strong quantitative background, expertise in financial derivatives and risk management, and experience with complex pricing libraries. You will collaborate with traders, expert modelers, and risk teams to enhance our ability to price and manage risk across a wide range of financial instruments.\nKey Responsibilities:\n1. Pricing Library Rationalization\n• Refactor, optimize, and consolidate existing pricing libraries to ensure efficiency, scalability, and maintainability. \n• Implement best practices in software engineering for quantitative finance, focusing on code clarity, performance, and modularity.\n• Enhance documentation of pricing libraries to ensure ease of usability and knowledge sharing across teams.\n2. Valuation Risk Implementation\n• Respond to valuation risks of a wide range of payoffs and enhance models’ documentation with well-reasoned explanations and recommended actions regarding model use and pricing methodologies.\n• Collaborate closely with model validation teams to ensure that model documentation and implementation adhere to regulatory and internal standards.\n• Implement and test models that are aligned with trading needs, risk management, and regulatory requirements.\n3. XVA Desk Support \n• Provide day-to-day quantitative support to the XVA trading desk, including real-time troubleshooting of pricing and risk issues.\n• Ensure accurate and efficient credit, funding, and collateral risk calculations in pricing and risk management processes.\n• Assist in the development of tools for the XVA trading desk to improve the management of credit exposure and optimize counterparty risk.\n\n Profile required\n\n • Advanced degree in Quantitative Finance, Mathematics, Computer Science, or a related field.\n• Strong programming skills in object-oriented programming, C#, Python, or other relevant languages used in financial modelling.\n• Knowledge of financial derivatives, XVA adjustments (CVA, DVA, FVA), and credit risk management.\n• Excellent problem-solving abilities and a proactive approach to improving systems and processes.\n• Ability to work collaboratively across teams, particularly with traders, quants, and risk managers.\n• Experience with pricing library development and refactoring within a quantitative finance setting. \n• Strong understanding of model validation, regulatory frameworks, and compliance requirements.","description_format":"text","description_chars":3007,"description_truncated":false,"requirements":{"experience_years_min":null,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[]},"benefits":["Equity"],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Commercial & Retail Banks","Investment Banking & M&A Advisory"],"lifecycle":[{"event":"open","at":"2026-10-15T12:22:30Z"}],"visa":[],"liveness":{"score":64,"band":"ok","label":"Likely open","p_open":1,"p_active":0.717,"p_room":0.9,"age_days":8,"expected_fill_days":17,"reasons":["conf:0","win:mid","comp:brand"],"computed_at":"2026-10-15T20:06:02Z"},"pay":null,"html_url":"https://alion.io/job/societe-generale-rd-quantitative-solutions-engineer","json_url":"https://alion.io/job/societe-generale-rd-quantitative-solutions-engineer.json","meta":{"generated_at":"2026-10-15T20:06:02Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":30552,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-10-16T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":1760180},"rest":"https://alion.io/mcp/rest/get_company?id=1760180"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fsociete-generale-rd-quantitative-solutions-engineer"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fsociete-generale-rd-quantitative-solutions-engineer"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fsociete-generale-rd-quantitative-solutions-engineer"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/societe-generale-rd-quantitative-solutions-engineer\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fsociete-generale-rd-quantitative-solutions-engineer"}]}