The oil cooler lives ahead of the coolant radiator; It's just nuts and bolts to change, but will take a few hours owing to having to get the radiator out of the way first. Depending upon how Jaguar decided to route the air conditioning pipes on the day your car was made

, you may have to discharge the a/c first.
The following guide will help you reach the point where the oil cooler is accessible and removal obvious.
https://jagchat.net/thread/2048/radiato ... e-x358-xjr
There may be some detail differences between your car and mine; if you're lucky you will not have to discharge the a/c. Bon courage.