XVA & Collateral Trader: Pricing, Funding & Collateral

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

Job summary

Crédit Agricole CIB in London seeks an XVA & Collateral Trader to price, hedge, and optimise collateral valuation adjustments across the derivatives portfolio. Based in our SRT team, you’ll manage collateral for cleared and non-cleared OTC derivatives and interface with desks, sales, and trading teams.

The role requires deep XVA expertise, strong numerical skills, and experience in risk management, with Bloomberg/Reuters proficiency, and a proactive collaborative approach.

Qualifications

• Requires degree in mathematics, science, or related field with market experience considered.
• Proven experience in financial products trading or risk management.
• Deep expertise in XVA (CVA, DVA, FVA) pricing and risk management.

Responsibilities

• Price and hedge MVA and ColVA across derivatives portfolio, with internal transfer pricing for scarce resources.
• Trade repo markets to optimise collateral funding costs and develop pricing/risk frameworks.
• Manage daily margin calls and collateral movements with counterparties and CCPs; analyse portfolio dynamics for optimisation.
• Define and execute collateral and funding strategies aligned with business objectives; support CSA negotiations.

Skills

XVA pricing

Risk management

Numerical analytics

Spreadsheet proficiency

Education

Degree in Mathematics, Science, or related field

Tools

Bloomberg

Reuters

Job description

Crédit Agricole CIB in London seeks an XVA & Collateral Trader to price, hedge, and optimise collateral valuation adjustments across the derivatives portfolio. Based in our SRT team, you’ll manage collateral for cleared and non-cleared OTC derivatives and interface with desks, sales, and trading teams.

The role requires deep XVA expertise, strong numerical skills, and experience in risk management, with Bloomberg/Reuters proficiency, and a proactive collaborative approach.