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- Tasks: Join a dynamic team to develop innovative quantitative models for XVA and credit risk.
- Company: Crédit Agricole CIB, a leading global bank committed to sustainability and innovation.
- Benefits: Collaborative work environment, personal growth opportunities, and a focus on corporate social responsibility.
- Why this job: Make a real impact in finance while working with cutting-edge technology and diverse teams.
- Qualifications: Strong analytical skills, knowledge of numerical methods, and experience in quantitative finance.
- Other info: Open to all applicants, including those with disabilities, fostering an inclusive workplace.
The predicted salary is between 36000 - 60000 £ per year.
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB): Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size. 8,600 employees in more than 30 countries across Europe, the Americas, Asia‐Pacific, the Middle‐East and North Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance and is currently a market leader in this segment with a complete offer for all its clients. By working every day in the interest of society, we are a Group committed to diversity and inclusion and place people at the heart of all our transformations.
Job summary: 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. 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:
- Good knowledge of numerical methods such as Monte Carlo, optimisation algorithms.
- Quantitative finance modelling skills: stochastic calculus for XVA, IR, FX, Credit.
- Recent experience and strengths in distributed computing, inter‐process communication, multi‐threading programming, Microsoft Office, VC++, VBA, SQL, Access, Oracle, XML, XSLT.
- Strong team orientation, ability to work alone and highly self‐motivated.
- Able to adapt and learn new technologies quickly.
- Results‐ and time‐oriented.
- Excellent analytical and problem‐solving abilities.
- Creative, can devise and implement multiple solutions.
- Good communication skills – both verbal and written.
Supplementary Information: Our commitment to you – Join our team at Crédit Agricole CIB. We offer more than just a job. You will be part of a dynamic and collaborative work environment where CSR is embraced in our day‐to‐day business operation, innovation is encouraged and diversity is celebrated. Crédit Agricole CIB, the first French bank to have committed to the Equator Principles, is a pioneer and global leader in sustainable finance. Our commitment to sustainability and corporate responsibility means that your work will have a positive impact on our communities and the environment. With a people‐centric culture where everyone is valued, and opportunities for personal and professional growth, Crédit Agricole CIB is not just a place to work – it is where you make an impact. Our hiring process is open to all and should you have any particular needs or you may require adjustments, please let us know.
Geographical area: Europe, United Kingdom
City: London
Experience: Previous experience XVA and/or RWA optimisation
Required skills: Creativity, Autonomy, Team spirit
Technical skills required: Visual C++, SQL, XML, XSLT, Multi‐threading programming
XVACCR Quantitative Analyst in London employer: Crédit Agricole SA
Contact Detail:
Crédit Agricole SA 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 at Crédit Agricole CIB on LinkedIn. Ask them about their experiences and any tips they might have for landing a role in the XVACCR team. Personal connections can make a huge difference!
✨Tip Number 2
Prepare for the interview by brushing up on your quantitative finance knowledge. Be ready to discuss numerical methods and your experience with programming languages like VC++ and SQL. Show us you’re not just a candidate, but a passionate problem-solver!
✨Tip Number 3
Don’t forget to showcase your creativity! Think of unique solutions to common problems in quantitative analysis. We love candidates who can think outside the box and bring fresh ideas to the table.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining our team at Crédit Agricole CIB.
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 reflects the skills and experiences that align with the XVACCR Quantitative Analyst role. Highlight your quantitative finance modelling skills and any relevant programming experience to catch our eye!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative analysis and how your background makes you a great fit for our team at Crédit Agricole CIB.
Showcase Your Problem-Solving Skills: In your application, don’t forget to mention specific examples where you've tackled complex problems. We love candidates who can think creatively and come up with innovative solutions!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands and shows us you’re serious about joining our team!
How to prepare for a job interview at Crédit Agricole SA
✨Know Your Quantitative Stuff
Brush up on your knowledge of numerical methods and quantitative finance modelling. Be ready to discuss concepts like Monte Carlo simulations and stochastic calculus, as these are crucial for the XVACCR role.
✨Show Off Your Technical Skills
Make sure you can talk confidently about your experience with programming languages like VC++, SQL, and VBA. Prepare examples of how you've used these skills in past projects, especially in distributed computing or multi-threading.
✨Demonstrate Team Spirit
Crédit Agricole CIB values collaboration, so be prepared to share experiences where you worked effectively in a team. Highlight your ability to communicate complex ideas clearly, both verbally and in writing.
✨Be Ready for Problem-Solving Questions
Expect to tackle some analytical problems during the interview. Practice explaining your thought process when solving complex issues, and think of creative solutions you've implemented in previous roles.
