Type de contrat :
Permanent Contract

XVA Trader, Vice President

Modified on 02/06/2026

  • Lieu : NEW YORK - United States Of America
  • Secteur : Finance / Accounting
  • Numéro de l'offre : 2026-113037

Job description

Summary

Reporting globally to the Head of Scarce Resources & Trading (SRT) and locally to Head of trading (GMT) and within Global Market Division, in charge of SRT in the Americas assuming the following roles:
-      Pre-trade pricing of XVAs on the GMD perimeter
-      Post-trade analysis and ensuring consistency for the Profitability Analysis computations
-      Collaboration with Structuring and other functions for post-trade optimisation
-      Execute transactions in accordance with established risk management procedures and risk parameters by delegation to head of trading XVA and Risk Management (TRM)
-      Credit analysis link to sensitive or significant transaction
-      Participate to trading strategy and relate these to market opportunities in relation with the head of trading XVA and Risk Management (TRM)
-      Execute Scarce Resources optimization strategy
-      Act as primary SRT representative in the region, leading discussions with business lines to drive initiatives regarding pricing methodologies, optimisations and strategic deal flow presentations.

Key Responsibilities


XVA Specific:
·       Ensure actively the three components of the Mandate: pricing of XVAs, risk management of XVAs and optimisation of Scarce Resources.
·       Proactively engage and advise Sales, Trading, and Coverage teams, translating complex pricing and balance sheet impacts into actionable business support. Support client discussions via Sales when necessary.
·       Presenting and participating in external client meetings and conferences on XVA topics.
·       Look for and collect feedback on XVA pricing and in order to benefit the team’s knowledge.
·       Participate actively in methodology improvements concerning XVAs and Regulatory topics: development of new models, parameterisations, quantitative studies.
·       Ensure XVAs are aligned with market standards and regulatory constraints, and provide continuous improvements to the XVA setup in order to maintain an exhaustive and comprehensive pricing framework. Representing the bank in industry workgroups
·       Participate in the continued improvement of the XVA ecosystem and pricing strategies
·       Ensure that the reporting and analysis performed are maintained and produced in an accurate and timely manner.
·       Provide advice and opinion on credit for any specific and large transaction reported to top management
·       Participate, product design of XVA optimization strategy
Mandate:
·       Ensure strict compliance with the mandate attributed to the desk
·       Sign the mandate in the internal tool according to the procedure currently in place with the Bank
·       Under this mandate, the generation of NBI is not part of the assigned objectives. The assigned objectives are defined around efficient management and in line with the mandate of pricing, risk management and optimization of scarce resources.
  

Salary Range: $200k-$250k

#LI-DNI

 

 

Complément

Strategy and Business Planning
·       Be aware of economic and financial data likely to affect the market and keep updated on market changes.
·       Take views on future market developments and advise the sales team accordingly.
·       Provide product pricing for both new products as well as specific client transactions.
·       Pricing must ensure that the Bank is adequately compensated for the level of principal risk and the amount of balance sheet it dedicates to specific transactions.
·       Keep abreast of the markets and upcoming updates in regulations by reading the financial press and available economic research.
·       Input all executed trades directly into the Front Office Systems in a timely manner
·       Provide technical support and direction to colleagues and internal stakeholders.
Managing and Reporting
·       Report to NY local Head of trading
·       Participate to the cross knowledge and the SRT Academy
·       Report any specific transaction
Risk & Controls

Risk:
·       In conjunction with the Head of TRM and RAM (Risk Architecture and Models), establish overall risk parameters.
·       Foster a culture of compliance and adherence with regard to position and risk limits.


  • Minimum level of study
    Bachelor Degree / BSc Degree or equivalent
    Training / Specialization
    Education:Degree, preferably in a Mathematical / Scientific area, or A-levels followed by appropriate market relevant working experience.
    Experience Essential:
    • Experience in financial products related trading/ risk management activities.
    • Strong credit knowledge
    • Strong knowledge on XVA
    Experience Desirable:
    • Experience in pricing/trading and risk managing of XVA trading book, where applicable.
    Certifications:
    • CP8/CP6
    Competencies Required:
    • Team oriented.
    • Excellent communication skills and able to coordinate effectively with other Senior Managers, Sales, Structurers and Quants.
    • Ability to think quickly, make decisions using good judgement and prioritise in busy trading situations.
    • Ability to remain calm under pressure.
    Skills & Knowledge Requirements:
    • IT literate.
    • Thorough knowledge of financial derivatives including market liquidity (ability to enter or exit a position) and volatility (magnitude / speed of price change), pricing and trading/hedging strategies.
    • Strong numerical, analytical and spreadsheet skills.
    Minimum experience level
    6-10 years
    Skills needed
    Control:·       Ensure any warning signals of problems emerging in the business are followed up; ensure appropriate investigation and any appropriate remedial action.·       Address, in the suggested timeframe, any points or recommendations made by internal or external auditors or regulators. Key Internal Contacts, where relevant
     ·       Chief Operating Officer (Global Business Manager)·       Team members - to discuss position-taking and exchange ideas·       Sales teams – quote pricing to clients and exchange of trading ideas.·       Quants Research·       Structuring·       IT·       Counterparty Risk·       Compliance·       Market Activity Monitoring (MAM) / Market Risk – provision of P&L and risk reports·       Sales desk – quote pricing to clients and Advisory·       Trading·       Back office – to process trades and pick up errors, and Middle office Key External Contacts, where relevant
     ·       Clients/Counterparties  Systems Used Internal Outlook, Office, Intranet; Summit External Bloomberg; Reuters.
    IT tools
    Legal and Regulatory Responsibilities ·       Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and the Financial Crime Policy. Complete any mandatory training in line with legal, regulatory and internal Compliance requirements. ·       Continuously develop expertise to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence. ·       Refrain from taking any steps which could lead to the removal of certification of fitness and propriety to perform the role. ·       Undertake all necessary steps to satisfy the annual certification process. ·       Comply with all applicable conduct rules as prescribed by the relevant regulator
  • 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

Crédit Agricole CIB

Crédit Agricole CIB

XVA Trader, Vice President

Published the 02/06/2026

Type de contrat :
Permanent Contract
  • NEW YORK - United States Of America
  • Finance / Accounting
  • 2026-113037
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We support various causes through our solidarity initiatives and charitable activities.

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