Senior Quant: Collateral & XVA Modeling Lead
Listed on 2026-10-19
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Finance & Banking
Data Scientist -
IT/Tech
Data Scientist
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.
Our group is growing, and we are hiring a Senior Quant:
Collateral & XVA Modeling Lead in Greater London, England, United Kingdom.
As a Senior Quant:
Collateral & XVA Modeling Lead, you will play an important part at Crédit Agricole SA in Greater London, England, United Kingdom.
We invite applications for the Senior Quant:
Collateral & XVA Modeling Lead position located in Greater London, England, United Kingdom.
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