Collateral &Xva

Crédit Agricole CIB; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Crédit Agricole CIB in London seeks a talented Quantitative Analyst to join our Quantitative Research team, supporting Credit Derivatives, CVA and Collateral Management. This VP-level role offers the chance to work at the frontier of pricing innovation.

You will design and implement cutting-edge mathematical tools and models, collaborating with trading, structuring and risk teams in a fast-paced environment.

Qualifications

• Master's degree in CS or engineering or related quantitative field.
• Experience in XVA and/or Credit derivatives.
• Strong programming skills across multiple languages.
• Proficiency with C++, C#, VB, SQL, and Java.
• Experience with VBA, VC++, and Microsoft Office tools.
• Familiarity with XML and XSLT.

Responsibilities

• Design and implement mathematical tools and pricing models for Collateral Management activities, including IMVA-CCP and COLVA
• Developing and maintaining XVA-linked pricing models and methodologies
• Providing responsive technical support to library users across the business
• Translating trading and structuring needs into robust model implementations within the QR library
• Driving innovation in models and numerical pricing techniques; supporting local trading desks with quantitative expertise

Skills

XVA knowledge

Credit derivatives

Analytical problem solving

Autonomy

Team collaboration

Education

Master's degree in Computer Science or Engineering

Bachelor Degree / BSc or equivalent

Tools

Orchestrade

Callisto

C++

C#

VB

SQL

Java

XML

XSLT

XLL

COM technologies

Job description

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Collateral &XVA

Contract type

Permanent Contract

Expected start date

30/11/2026

Management position

No

Job summary

About the Role

We are looking for a talented and driven Quantitative Analyst to join our Quantitative Research team, supporting our Credit Derivatives, CVA & Scarce Resources Management, and Collateral Management functions. This is a Vice President-level position offering the opportunity to work at the frontier of financial modelling and pricing innovation.

You will play a key role in defining and implementing cutting-edge mathematical tools and pricing models, working closely with trading, structuring, and risk teams in a fast-paced, collaborative environment.

What You'll Be Doing

• Designing and implementing mathematical tools and pricing models for Collateral Management activities, including IMVA-CCP and COLVA
• Developing and maintaining XVA-linked pricing models and methodologies
• Providing responsive technical support to library users across the business
• Translating trading and structuring needs into robust model implementations within the QR library
• Driving innovation in models and numerical pricing techniques
  Supporting local trading desks with quantitative expertise

What We're Looking For

• Master's degree in Computer Science, Engineering, or a related quantitative discipline
• Previous experience in XVA and/or Credit derivatives
  Strong programming skills across multiple languages and technologies
  Technical Skills
• Proficiency in C++, C#, VB, SQL, and Java
• Experience with VBA, VC++, and Microsoft Office tools
• Knowledge of XLL and COM technologies
• Familiarity with XML and XSLT
• Experience with Orchestrade and/or Callisto is advantageou

The Kind of Person You Are

• A creative problem-solver with excellent analytical abilities
• Highly autonomous, with the ability to manage your own workload and priorities
• A strong team player who communicates clearly with both technical and non-technical stakeholders
• Reactive and adaptable in a dynamic trading environment

Supplementary Information

Our commitment to you!

Make an impact that matters

Your work contributes to a social responsibility and sustainable future. As a founding signatory of the Equator Principles and a global leader in sustainable finance, we finance projects that benefit both people and the planet. You can extend your impact through our Charities Committee, which provides annual paid volunteering leave to support causes you care about.

Grow without limits

Access development opportunities across the Crédit Agricole Group; whether deepening expertise, exploring new skills or taking on roles across borders. Our structured mentoring programme connects you with experienced colleagues, while cross-functional projects and learning initiatives help you build the capabilities that matter most to you.

Thrive in a culture built on trust

Be part of a collaborative environment built on trust, autonomy, and empowerment. Diversity is celebrated through our SPRING Diversity network, and our Sports and Social Club foster genuine connections beyond the workplace. Crédit Agricole CIB is not just a place to work, it is a place where you can make a positive impact.

Shape the future of banking

From digital transformation to innovative solutions, you are fully supported to challenge conventions and turn ideas into reality.

Join us

Our hiring process is open to all. Should you require any accommodations, please let us know.

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Master degree in Computer Science or Engineering or
equivalent experience

Experience

Previous experience in XVA and/or Credit

Required skills

1, High programming skills (SQL, VB, C++, C#...).
2, Excellent analytical and problem solving abilities.
3, Strengths in:
3.1, Office, VBA, VC++
3.2, XLL, COM technologies.
3.3, Java, SQL, Access.
3.4, XML, XSLT

Technical skills required

Creativity, Autonomy, and Team spirit.