XVACCR Quantitative Analyst
9 hours ago
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 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
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XVACCR Quantitative Analyst
4 days ago
Greater London, United Kingdom Crédit Agricole CIB Full timeOverview Job title: XVACCR Quantitative Analyst Contract type: Permanent Contract Management position: No 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...
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XVACCR Quantitative Analyst
2 weeks ago
City Of London, United Kingdom Crédit Agricole SA Full timeEntity About 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...
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XVACCR Quantitative Analyst
2 weeks ago
City Of London, United Kingdom Crédit Agricole SA Full timeEntity 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...
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XVACCR Quantitative Analyst
2 weeks ago
London, Greater London, United Kingdom Crédit Agricole Full time £60,000 - £120,000 per yearJob descriptionBusiness typeTypes of Jobs - Corporate & Investment BankingJob titleXVACCR Quantitative AnalystContract typePermanent ContractManagement positionNoJob summaryThe candidate will join the XVACCR, Collateral & Credit Quantitative Research team—an innovative group at the forefront of quantitative modelling for XVA, Counterparty Risk, Collateral,...
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XVACCR Quantitative Analyst
2 weeks ago
City Of London, England, United Kingdom Crédit Agricole CIB Full time £90,000 - £120,000 per yearThe 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...
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XVACCR Quantitative Analyst
1 week ago
London, Greater London, United Kingdom Crédit Agricole CIB Full time £60,000 - £120,000 per yearGeneral information Entity 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 (The Banker, July 2022).8,600 employees in more than 30 countries across Europe, the...
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Quantitative Analyst
2 weeks ago
London, United Kingdom Quanteam UK Full timeJob DescriptionJob: XVA/CCR Quant Analyst - Senior Associate / AVPLocation: London, UKHybrid working – 3 days on-siteFull TimeEnd Client Sector: Investment BankingJob Overview:The XVA Quant will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative...
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Quantitative Analyst
2 weeks ago
London, United Kingdom Hawksworth Full timeJob DescriptionHawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis for a Global Investment Bank based in central London. Quantitative Analyst (Min 2 years experience – Associate level)PermanentCentral London – Hybrid working – x3 days in the office per week/ x2 days from home£70k - £110k base + Bonus +...
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Quantitative Analyst
3 weeks ago
london, United Kingdom Hawksworth Full timeHawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis. Quantitative Analyst (Min 2 years’ experience – Associate level) Permanent Central London – Hybrid working – x3 days in the office per week/ x2 days from home £70k - £110k base + Bonus + Package The role: You will be sitting within the XVACCR,...
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Quantitative Analyst
3 weeks ago
london, United Kingdom Hawksworth Full timeHawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis for a Global Investment Bank based in central London. Quantitative Analyst (Min 2 years experience – Associate level) Permanent Central London – Hybrid working – x3 days in the office per week/ x2 days from home £70k - £110k base + Bonus + Package The...
