Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Join a dynamic team to develop cutting-edge quantitative models for XVA and credit risk.
- Company: Crédit Agricole CIB, a global leader in sustainable finance and corporate banking.
- Benefits: Collaborative work environment, personal growth opportunities, and a commitment to CSR.
- Why this job: Make a real impact in finance while working with innovative technologies and diverse teams.
- Qualifications: Strong analytical skills and experience in quantitative finance modelling required.
- Other info: Open to all applicants, including those with disabilities, fostering an inclusive workplace.
The predicted salary is between 36000 - 60000 £ per year.
Entity
Crédit Agricole Corporate and Investment Bank (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 (The Banker, July 2022). 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. All our job offers are open to persons with disabilities.
For more information, please visit www.ca-cib.com
Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
Reference
2025-105227
Update date
16/10/2025
Business type
Types of Jobs – Corporate & Investment Banking
Job title
XVACCR Quantitative Analyst
Contract type
Permanent Contract
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, 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
- 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, the corporate and investment banking arm of 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2023). 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
Bachelor Degree / BSc Degree or equivalent
- Computer Science or Engineering or equivalent experience
Experience
- Previous experience XVA and/or RWA optimisation
Required skills
- Creativity
- Autonomy
- Team spirit
Technical skills required
Excellent analytical and problem‑solving abilities
#J-18808-Ljbffr
XVACCR Quantitative Analyst 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
✨Tip Number 1
Network like a pro! Reach out to current or former employees at Crédit Agricole CIB on LinkedIn. A friendly chat can give you insider info and maybe even a referral, which can really boost your chances.
✨Tip Number 2
Prepare for the interview by brushing up on your quantitative finance skills. Be ready to discuss your experience with numerical methods and how you've applied them in real-world scenarios. Show us your problem-solving prowess!
✨Tip Number 3
Don’t just focus on technical skills; highlight your teamwork and communication abilities. We want to see how you collaborate with others, especially since the role involves working closely with various teams.
✨Tip Number 4
Finally, apply through our website! It’s the best way to ensure your application gets seen. 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
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the XVACCR Quantitative Analyst role. Highlight relevant experience in quantitative finance, numerical methods, and any specific tools or technologies mentioned in the job description.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're passionate about this role and how your skills align with our needs. Be sure to mention your experience with XVA, RWA optimisation, and any creative solutions you've implemented in past roles.
Showcase Your Problem-Solving Skills: In your application, give examples of how you've tackled complex problems in previous positions. We love candidates who can think outside the box and come up with innovative solutions, so don't hold back!
Apply Through Our Website: We encourage you to apply directly through our website for the best chance of being noticed. It’s the easiest way for us to keep track of your application and ensure it gets to the right people!
How to prepare for a job interview at Crédit Agricole SA
✨Know Your Quantitative Methods
Brush up on your knowledge of numerical methods like Monte Carlo and optimisation algorithms. Be ready to discuss how you've applied these techniques in past projects, as this will show your practical understanding and ability to contribute to the team.
✨Showcase Your Programming Skills
Familiarise yourself with the programming languages and tools mentioned in the job description, such as VC++, VBA, SQL, and Oracle. Prepare examples of how you've used these technologies in your work, especially in relation to quantitative finance modelling.
✨Demonstrate Team Collaboration
Since the role involves interacting with various teams, be prepared to share experiences where you successfully collaborated with others. Highlight your communication skills and how you adapt to different working styles to achieve common goals.
✨Stay Updated on Regulatory Changes
Research recent regulatory measures related to XVA and RWA, such as XVAVaR and FRTB-CVA. Being knowledgeable about these topics will not only impress your interviewers but also demonstrate your commitment to staying current in the field.
