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- Tasks: Join a cutting-edge team to develop innovative quantitative models for XVA and risk management.
- Company: Dynamic bank at the forefront of quantitative research and financial solutions.
- Benefits: Competitive salary, professional development, and opportunities to work with advanced technologies.
- Why this job: Make a real impact in finance while collaborating with top professionals in a fast-paced environment.
- Qualifications: Strong programming skills and knowledge of quantitative finance required.
- Other info: Exciting career growth opportunities in a collaborative and innovative setting.
The predicted salary is between 36000 - 60000 £ per year.
The candidate will join the XVACCR, Collateral & Credit Quantitative Research team—an innovative group at the forefront of quantitative modelling for XVA, Counterparty Risk, Collateral, and Credit. This dynamic team is tasked with developing cutting-edge solutions that support a wide range of strategic and regulatory initiatives across the bank.
The quant team collaborates closely with several key internal stakeholders:
- XVA and Scarce Resources desk for XVA pricing and modelling
- Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
- Collateral desk for discounting, SIMM and IMVA with CCPs
- Trading and Risk Management for Credit derivatives
The quant team closely works with the business to study and assess the models’ behaviour and performance. It also plays a significant role in several strategic XVA and RWA projects by producing computational blocks using cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …) and metrics needed to manage our XVA reserves properly (Optimisation modules, Sensitivities with AAD, Machine Learning …).
The quant team continuously builds and upgrades XVA libraries and platforms to implement regulatory changes in an optimised architecture. The team is also actively participating in developing the Collateral management platform for CCP and EMIR Initial Margin and working on various FO and Risk systems migration projects.
Key Responsibilities
- Define and implement mathematical tools and pricing models for XVA-linked activity.
- Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM …).
- Interact and support Front Office, Risk Management and IT partners.
SPECIAL ROLE REQUIREMENTS:
- High programming skills (C++, SQL, C#, VBA …).
- Good knowledge of numerical methods such as: Monte Carlo, Optimization algorithms, … .
- Quantitative finance modelling skills: Stochastic calculus for XVA, IR, FX, Credit, ….
- Recent experience and strengths in most of the following:
- distributed computing and Inter-process communication
- Multi-threading programming
- Microsoft products: Office, VC++, VBA
- SQL, Access, Oracle
- Web technologies: XML, XSLT
XVACCR Quantitative Analyst in London employer: Crédit Agricole CIB
Contact Detail:
Crédit Agricole CIB Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land XVACCR Quantitative Analyst in London
✨Tip Number 1
Network like a pro! Reach out to current employees in the XVACCR team or related departments on LinkedIn. A friendly chat can give you insider info and might just get your foot in the door.
✨Tip Number 2
Show off your skills! Prepare a mini-project or case study that showcases your programming prowess and quantitative finance knowledge. Bring it up during interviews to demonstrate your hands-on experience.
✨Tip Number 3
Stay updated on industry trends! Brush up on the latest regulatory measures and modelling techniques relevant to XVA and credit risk. This will help you speak confidently about how you can contribute to the team.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive and engaged with our platform.
We think you need these skills to ace XVACCR Quantitative Analyst in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the XVACCR Quantitative Analyst role. Highlight your programming skills and quantitative finance experience, especially in areas like XVA and Collateral management. We want to see how your background aligns with our innovative team!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative modelling and how you can contribute to our team. Be sure to mention any relevant projects or experiences that showcase your skills.
Showcase Your Technical Skills: Since we’re looking for high programming skills, don’t shy away from listing your expertise in C++, SQL, and other relevant technologies. If you've worked on distributed computing or multi-threading, make sure to highlight those experiences!
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application and ensure it gets into the right hands. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at Crédit Agricole CIB
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative finance knowledge, especially around XVA, Counterparty Risk, and Collateral management. Be ready to discuss specific models you've worked with and how they apply to the role.
✨Show Off Your Programming Skills
Since high programming skills are a must, be prepared to talk about your experience with C++, SQL, and any other relevant languages. Maybe even bring along a project or two that showcases your coding prowess!
✨Understand the Team Dynamics
Familiarise yourself with how the quant team collaborates with other departments like Risk Management and Trading. Being able to articulate how you can support these interactions will show you're a team player who understands the bigger picture.
✨Prepare for Problem-Solving Questions
Expect to tackle some analytical and problem-solving scenarios during the interview. Practice explaining your thought process clearly, as this will demonstrate your creative approach to devising solutions.
