Credit Data Engineer & Pricing Specialist

Referment; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

Referment, a London-based firm, is seeking a data-focused quantitative professional to own and evolve its credit data infrastructure and pricing stack. The role sits at the intersection of data engineering and quantitative structuring, blending live data pipelines with risk analytics.

You will work across credit datasets, price construction, and multi-source reconciliation, shaping products the desk cannot yet cover.

Qualifications

• Experience building and maintaining point-in-time credit datasets through events and index rolls.
• Experience producing ETF total-return series with rates and credit components separated.
• Understanding of CDS options and tranche pricing models, even if not built from scratch.
• Comfort working with multiple data vendors and dealer sources with data-quality focus.
• Strong Python programming for pricing and data pipelines.

Responsibilities

• Own the integrity of historical credit datasets across products, including indices, defaults and recoveries.
• Reconcile data across sources and dealer marks to maintain consistency and accuracy.
• Operate credit data as a live pipeline, ensuring data inputs and derived analytics are reliable.
• Build pricers and spread construction for limited coverage, including credit ETFs and TRS.
• Extend coverage to tranches, CDS curves and mapped cash bonds with room to add CDS futures and ETFs.

Skills

Python

Data pipelines

Credit data

CDS pricing

Reconciliation

Education

Quantitative discipline degree

Tools

SQL

Job description

Referment, a London-based firm, is seeking a data-focused quantitative professional to own and evolve its credit data infrastructure and pricing stack. The role sits at the intersection of data engineering and quantitative structuring, blending live data pipelines with risk analytics.

You will work across credit datasets, price construction, and multi-source reconciliation, shaping products the desk cannot yet cover.