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Moteur de recherche d'offres d'emploi Crédit Agricole CIB

Head of XVA and Collateral Risk Management


Vacancy details

General information

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, the 10th largest banking group in the world *.

We support major companies and financial institutions in their development and the financing of their projects.

As pioneers in responsible finance, social and environmental commitments are at the heart of our activities.

Joining our teams means working in a multicultural environment, both dynamic and stimulating, where you will contribute to developing a sustainable economy.

We support employees throughout their journey: you will develop your skills and access various mobility opportunities among the diversity of our businesses in more than 30 international locations.

Our culture is built on collaboration, innovation and openness, where everyone is valued and empowered.

By working every day in the interest of society, Crédit Agricole CIB aligns with the Group values committed to diversity and inclusion and placing people at the heart of all its transformations.

All our jobs are open to people with disabilities. We welcome applications from candidates of all backgrounds and experiences.

Ready to take part in our mission ?

*By balance sheet size - The Banker, Juillet 2025  

Reference

2026-112522  

Update date

15/05/2026

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Head of XVA and Collateral Risk Management

Contract type

Permanent Contract

Management position

No

Job summary

Responsible for overseeing XVA and Collateral Risk Management within Crédit Agricole CIB’s Global Markets Division in London. The scope of coverage includes G3 Rates, Credit Repo Indexing, Capital Markets Funding, Credit Trading, and Counterparty Credit Risk (CCR).

 

These activities primarily focus on the management of counterparty exposure and funding risks, which are critical components in the pricing and valuation of derivative products.

 

The role has a broad remit, requiring close collaboration with front-office business lines and market activity monitoring teams. It operates within a dynamic environment shaped by evolving market conditions and an increasingly complex regulatory landscape.

 

Delegated Daily Responsibilities


To monitor market activity, review positions taken by the XVA desk and collateral desk and G3 rates, Credit repo indexing, Capital market funding and Credit trading & CCR to communicate to Senior Management:

 

  • Review market news and movements
  • Review positions / exposures and changes to the positions /
    exposures (Marly) on the defined scope of responsibilities
  • Review of the P&L analysis and risk reports on the defined
    scope of responsibilities
  • Liaise, co-ordinate and communicate with the Front Office
  • Review risks taken by all the desks under responsibilities and
    the reward for taking these risks using current or new
    methodologies:
  • Analyse risks taken by the XVA desk and collateral desk
    - Positions, Sensitivities & VaR figures
    - Stress Test Results
  • Liaise with HO regarding risk analysis on G3 rates, Credit
    repo indexing, Capital market funding, Credit trading and CCR.
    Delegated Periodic Responsibilities
  • Communicate to senior business and risk management in
    support of preparation of dashboard and collection of material
    for weekly risk meetings and HO Market Risk Committee
    (MRC)
  • Conduct annual review of market risk limits and submit
    recommendations to the HO MRC for validation
  • Contribute to the month end process (computation of
    reserves, pricing committee) in collaboration with XVA desks,
    Finance, and MAM
  • Contribute to the London Risk Committee (LRC on the
    defined scope of responsibilities


Other Delegated Responsibilities

 

  • Validate risk indicators, produce official risk reports and notify
    limit breaches
  • Analyse new limit and one-off requests and make
    recommendations to the MRC for validation
  • Investigate limit breaches and discuss remedial action with
    FO, where appropriate.
  • Participate in risk management methodology evolution and in
    the development of hold back reserves
    methods and their implementation
  • Produce and distribute weekly risk reports

Supplementary Information

Join our team at Crédit Agricole CIB, the corporate and investment banking arm of 10th largest banking group. We offer more than just a job.

 

You will be part of a dynamic and collaborative work environment where CSR is embraced in our day-to-day business operation, innovation is encouraged and diversity is celebrated.

 

Crédit Agricole CIB, the first French bank to have committed to the Equator Principles, is a pioneer and global leader in sustainable finance. Our commitment to sustainability and corporate responsibility means that your work will have a positive impact on our communities and the environment.

 

With a people-centric culture where everyone is valued, and opportunities for personal and professional growth, Crédit Agricole CIB is not just a place to work – it is where you make an impact.

 

Our hiring process is open to all and should you have any particular needs or you may require adjustments, please let us know.

Position location

Geographical area

Europe, United Kingdom

City

London

Remote work

hybrid

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

MSc in finance, maths, engineering, economics, physics, or other numerate degree

Experience

  • Market risk or Trading experience
  • Strong Interest Rate, Credit and/or Hybrids Exotic product
    knowledge
  • Good understanding of counterparty risk issues

Required skills

  • Management skills
  • Good communication skills
  • Pro-activity

Technical skills required

  • Strong Financial skills
  • Strong knowledge of exotic products, including pricing methodologies
  • IT skills (Excel VBA)
  • Project Management