Senior Quantitative Analyst for XVA and Collateral Management

2 weeks ago


London, Greater London, United Kingdom Crédit Agricole CIB Full time

Salary

The estimated annual salary for this role is around €80,000. This figure may vary based on factors such as location, experience, and qualifications.

Job Description

In this role, you will play a critical part in managing our XVA and Collateral Management functions, ensuring that we maintain accurate and up-to-date risk measurements and models. Your responsibilities will include:

  • Developing and maintaining XVA and Collateral Management methodologies and models
  • Collaborating with business stakeholders to understand their needs and develop effective risk management solutions
  • Providing regular risk reporting and analysis to senior management and other stakeholders

Requirements

To succeed in this role, you will need:

  • At least 3 years of experience in a related field, such as Market Risk or Quantitative Analysis
  • A strong understanding of risk management principles and practices, including XVA and Collateral Management
  • Excellent analytical and problem-solving skills, with the ability to interpret complex data and develop creative solutions

What We Offer

We offer a dynamic and supportive work environment, with opportunities for professional growth and development. Our benefits package includes:

  • A competitive salary and bonus structure
  • A comprehensive health insurance plan
  • A retirement savings plan with employer matching
  • Paid time off and flexible working hours

  • Risk Manager

    2 weeks ago


    London, Greater London, United Kingdom Crédit Agricole CIB Full time

    Job TitleXVA Market Risk ManagerDescriptionThis is an exciting opportunity to join our Market Risk team in charge of XVA and Collateral Management. As an XVA Market Risk Manager, you will play a key role in developing and maintaining our risk management methodologies and models, collaborating with business stakeholders to understand their needs, and...


  • London, Greater London, United Kingdom Selby Jennings Full time

    About the RoleThis is an exciting opportunity for a Senior Quantitative Analyst to contribute to the development and enhancement of pricing models for swaps, bonds, and FX forwards. The team is known for innovative approaches to computing XVA and is working on machine learning-based projects.


  • London, Greater London, United Kingdom Bonhill Partners Full time

    Bonhill Partners supports a Global Investment Bank in seeking a Quantitative Analyst for their Front Office XVA team. This role involves contributing to valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Main Responsibilities:Develop and enhance features in the Quant/XVA library.Build tools and systems to...


  • London, Greater London, United Kingdom Selby Jennings Full time

    Quantitative Analyst - Front Office TeamWe are seeking a highly skilled Quantitative Analyst to join our Front Office team at a leading Tier 1 US bank, based in London, with a primary focus on XVA cross-asset models.About the Role:Develop and implement XVA and models, ensuring alignment with the global C++ analytics library.Design and implement calculation...


  • London, Greater London, United Kingdom Crédit Agricole CIB Full time

    Company OverviewCrédit Agricole CIB is a leading global financial institution that provides a wide range of banking and financial services to corporate, institutional, and individual clients. We are committed to helping our clients achieve their goals through innovative solutions and exceptional service.Job DescriptionWe are seeking an experienced XVA...


  • London, Greater London, United Kingdom ING Full time

    Funding and Collateral SpecialistEstimated salary: £65,000 - £80,000 per annum.Company Overview:ING Wholesale Banking is seeking a Funding and Collateral Specialist to join its Financial Markets Credit Exposure Management team in London. As part of this team, you will be responsible for actively managing funding implications on FM derivative transactions,...


  • London, Greater London, United Kingdom Millar Associates Full time

    Millar Associates seeks an experienced Senior Quantitative Analyst to support their global CVA trading business in London. This role offers a unique opportunity for a skilled quant professional to work on complex quantitative projects and collaborate closely with the business.About the RoleThis is an exciting opportunity to join our team as a Senior...

  • Quantitative Analyst

    2 weeks ago


    London, Greater London, United Kingdom Selby Jennings Full time

    Role OverviewWe are seeking a highly skilled Quantitative Analyst to join our Front Office team at a leading Tier 1 US bank, based in London. This VP-level role focuses on XVA cross-asset models and involves collaborating directly with the trading desk.


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Are you looking for a challenging role that will allow you to utilize your analytical skills to drive business growth? Citi's Markets Quantitative Analysis team is seeking a highly skilled Cross-Asset XVA Quantitative Analyst, VP to join our team.As a member of our team, you will be responsible for creating and supporting analytics for Markets Front Office...


  • London, Greater London, United Kingdom Fourier Ltd Full time

    Quantitative Analyst Role at Fourier LtdWe are seeking an experienced quantitative analyst to join our team of fixed income quants at Fourier Ltd. The successful candidate will be responsible for reviewing and improving current risk and pricing models, adopting a test-driven approach, and solving complex quantitative problems.A strong background in...

  • Collateral Trader

    2 months ago


    London, Greater London, United Kingdom Crédit Agricole SA Full time

    Types of Jobs - Corporate & Investment BankingJob titleContract typePermanent ContractJob summaryYou will be part of a global team and be part of a growing mandate on XVA & Scarce Resource management with a focus on developing new technologies to assist with the Management of the Derivatives activity.The role includes trading within authorised limits on the...


  • London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

    Quantitative Risk Expert Sought for Top-Tier Global Investment BankWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our team in London, supporting the global CVA trading business. This is an excellent opportunity for a seasoned quantitative risk expert with 5-10 years of experience to work on challenging projects and collaborate...


  • London, Greater London, United Kingdom Citi Full time

    Commodities XVA Quantitative Analysis TeamCiti's Commodities Markets Quantitative Analysis team seeks a highly skilled Quantitative Analyst to support the Commodities XVA Trading Desk. As a member of this dynamic team, you will leverage advanced mathematical and computer science techniques to analyze market dynamics and develop innovative solutions that...


  • London, Greater London, United Kingdom Cititec Talent Limited Full time

    Job OverviewCititec Talent Limited seeks a highly skilled Quantitative Analyst to join our team. The successful candidate will be responsible for developing and enhancing tools for trading strategies, risk assessment, and pricing analytics.Key ResponsibilitiesDesign and implement sophisticated models for risk, pricing, and Value at Risk (VaR) calculations,...


  • London, Greater London, United Kingdom Crédit Agricole SA Full time

    Job Title: Collateral TraderJob Summary: We are seeking a skilled Collateral Trader to join our team at Crédit Agricole CIB. As a key member of our Collateral Trading desk, you will be responsible for managing our collateral portfolio, optimizing our funding costs, and ensuring compliance with regulatory requirements.Key Responsibilities:Pricing of XVAs and...

  • Quantitative Analyst

    2 weeks ago


    London, Greater London, United Kingdom Tbwa ChiatDay Inc Full time

    About the RoleWe are seeking an experienced Quantitative Analyst to join our team in portfolio valuation and risk management. This role will be responsible for building, extending, and maintaining our analytics across asset classes, particularly commodities, their valuation, associated lifecycle, and trade management, risks (e.g. Greeks, VAR, XVA), scenario...


  • London, Greater London, United Kingdom ING Full time

    Collateral Management AnalystEstimated salary: £60,000 - £75,000 per annum.Company Overview:ING Wholesale Banking is looking to hire a Collateral Management Analyst to join its Financial Markets Credit Exposure Management team in London. As part of this team, you will be responsible for assisting in the three main responsibilities under FM CEM in London:...


  • London, Greater London, United Kingdom Citigroup Inc. Full time

    Citigroup Inc. is seeking a highly skilled Senior Quantitative Developer to join its Markets Quantitative Analytics department in London. This role will provide an opportunity to work at the heart of a global financial institution, leveraging your skills in programming and communication to drive business growth.The successful candidate will be responsible...


  • London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

    Top-Tier Global Investment Bank seeks a seasoned quantitative analyst to support their global CVA trading business in London. This is an excellent opportunity for experienced professionals with 5 to 10 years of experience in front office quant analytics to work on challenging projects and collaborate closely with the business.Key Responsibilities:Support CVA...


  • London, Greater London, United Kingdom Millar Associates Full time

    **Job Description:** Senior Quantitative Analyst CommoditiesWe are seeking an experienced Senior Quantitative Analyst Commodities to join our team at Millar Associates. The successful candidate will have a strong background in quantitative analysis and commodities markets.**Key Responsibilities:**Develop and maintain complex financial models for commodities...