Knight cold and hot over quivering Valerie (9)
I believe the answer is:
chevalier
'knight' is the definition.
(I've seen this before)
'cold and hot over quivering valerie' is the wordplay.
'cold' becomes 'C' (eg on taps).
'and' says to put letters next to each other.
'hot' becomes 'h' (abbreviation eg on taps).
'over' means one lot of letters go next to another (in a down clue, some letters go over others).
'quivering' indicates anagramming the letters (letters shake or quiver into a new order).
'valerie' with letters rearranged gives 'evalier'.
'c'+'h'+'evalier'='CHEVALIER'
(Other definitions for chevalier that I've seen before include "Gallant French" , "French actor and singer" , "Each viler than the strange knight" , "French fighter" , "order of merit" .)