VP Quantitative Analyst - XVA & Collateral

Crédit Agricole CIB in London is seeking a Quantitative Analyst at VP level to join our Quantitative Research team. You will help define and implement advanced mathematical tools and pricing models for Credit Derivatives, CVA and related resources, collaborating with trading, structuring and risk teams.

You will design models for Collateral Management, XVA-linked pricing, and support desks with quantitative expertise in a fast-paced environment.