Collateral &XVA

Crédit Agricole SA; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Crédit Agricole CIB is seeking a talented Quantitative Analyst to join the Quantitative Research team in London at VP level. You will define and implement advanced mathematical tools for pricing and risk, collaborating with trading, structuring and risk units in a fast-paced environment.

You will develop models for Collateral Management (IMVA-CCP, COLVA) and XVA pricing, driving innovation while providing strong technical support to library users across the business.

Qualifications

• Master's in CS/Engineering or related quantitative field.
• Proven XVA and/or Credit derivatives experience.
• Strong programming in multiple languages; VBA/VC++, Java, SQL.
• Knowledge of XML and XSLT; XLL/COM is a plus.

Responsibilities

• Design and implement mathematical tools and pricing models for Collateral Management incl. IMVA-CCP and COLVA.
• Develop and maintain XVA-linked pricing models and methodologies.
• Provide responsive technical support to users of the QR library.
• Translate trading and structuring needs into robust model implementations.
• Drive innovation in models and numerical pricing techniques; support local desks.

Skills

Programming

Analytical thinking

Office/VBA

XLL/COM

Java/SQL/Access

XML/XSLT

C/C++/C#

Education

Bachelor's degree / BSc

Master's degree in CS/Engineering

Tools

Orchestrade

Callisto

Microsoft Office

Job description

Types of Jobs - Corporate & Investment Banking

Contract type

Permanent Contract

30/11/2026

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 forefront 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 fosters 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.

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

Geographical area

Europe, United Kingdom

City

London

Bachelor Degree / BSc Degree or equivalent

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.

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, the 10th largest banking group in the world *.

We support major companies and financial institutions in their development and the financing of their projects.

As pioneers in responsible finance, social and environmental commitments are at the heart of our activities.

Joining our teams means working in a multicultural environment, both dynamic and stimulating, where you will contribute to developing a sustainable economy.

We support employees throughout their journey: you will develop your skills and access various mobility opportunities among the diversity of our businesses in more than 30 international locations.

Our culture is built on collaboration, innovation and openness, where everyone is valued and empowered.

By working every day in the interest of society, Crédit Agricole CIB aligns with the Group values committed to diversity and inclusion and placing people at the heart of all its transformations.

All our jobs are open to people with disabilities. We welcome applications from candidates of all backgrounds and experiences.

Ready to take part in our mission ?

*By balance sheet size - The Banker, Juillet 2025