Senior Quant: Collateral & XVA Modeling Lead

Posted 1 hour 29 minutes ago by Crédit Agricole SA

Permanent
Full Time
Other
London, United Kingdom
Job Description

Crédit Agricole CIB is seeking a talented Quantitative Analyst to join the Quantitative Research team in London at VP level. You will define and implement advanced mathematical tools for pricing and risk, collaborating with trading, structuring and risk units in a fast-paced environment.

You will develop models for Collateral Management (IMVA-CCP, COLVA) and XVA pricing, driving innovation while providing strong technical support to library users across the business.