VP Quantitative Analyst - XVA & Collateral

Crédit Agricole CIB; Greater London; Remote; GBP 120,000 - 180,000; Full time

Job summary

Crédit Agricole CIB in London is seeking a Quantitative Analyst at VP level to join our Quantitative Research team. You will help define and implement advanced mathematical tools and pricing models for Credit Derivatives, CVA and related resources, collaborating with trading, structuring and risk teams.

You will design models for Collateral Management, XVA-linked pricing, and support desks with quantitative expertise in a fast-paced environment.

Qualifications

• Master's degree in Computer Science, Engineering, or related quantitative field.
• Strong programming skills across multiple languages and technologies.
• Experience in XVA and/or Credit derivatives is a plus.
• Proficient with SQL, VB, C++, C#, Java; familiarity with XML is advantageous.

Responsibilities

• Design and implement mathematical tools and pricing models for Collateral Management.
• Develop and maintain XVA‑linked pricing models and methodologies.
• Provide technical support to library users across the business.
• Translate trading needs into robust model implementations in the QR library.
• Support local trading desks with quantitative expertise.

Skills

C++

C#

VB

SQL

Java

XML

XLL

COM

Education

Master's degree in Computer Science

Master's degree in Engineering

Related quantitative discipline

Bachelor's degree / BSc

Tools

Orchestrade

Callisto

XLL/COM tech

Job description

Crédit Agricole CIB in London is seeking a Quantitative Analyst at VP level to join our Quantitative Research team. You will help define and implement advanced mathematical tools and pricing models for Credit Derivatives, CVA and related resources, collaborating with trading, structuring and risk teams.

You will design models for Collateral Management, XVA-linked pricing, and support desks with quantitative expertise in a fast-paced environment.