Credit Data Engineer & Quant Analyst

Capula Ltd; Greater London; On-site; GBP 95,000 - 140,000; Full time

Benefits offered by this job

Salary and bonus scheme

Staff development and training

Gym membership and wellness space (in‑

Generous pension contribution

Free breakfast and lunch in employee餐厅

Private medical insurance

Job summary

Capula Ltd. is seeking a Credit Quantitative Analyst to strengthen our credit data and product infrastructure.

The role sits at the intersection of data engineering and quantitative structuring, owning core credit datasets and extending pricing capabilities into new products. You will build and operate a live data pipeline with ongoing QC, reconcile data from multiple sources, and develop pricers for credit products including CDS, ETFs and TRS.

Qualifications

• Degree in a quantitative discipline and experience building credit data pipelines.
• Proven experience maintaining point-in-time datasets through credit events and index rolls.
• Experience producing ETF total-return series with rates separated from credit return.
• Daily QC on a live credit dataset and production data pipeline.

Responsibilities

• Data cleanup & maintenance: build and maintain historical datasets for credit products (index rolls, defaults, recoveries, corporate actions).
• Reconcile data across sources (Markit, Bloomberg, dealer marks) for consistency and accuracy.
• Own day-to-day quality of the credit dataset as a live pipeline with ongoing QC.
• Product extension: build pricers and spread construction for credit products (CDS, ETFs, TRS, tranches) and future extensions.
• Support the future extension into credit futures and TRS on ETFs.

Skills

CDS pricing

Credit data ecosystem

Data reconciliation

Python

Education

Quantitative degree

Point-in-time data experience

ETF total-return knowledge

Live production QC

Tools

Bloomberg

Markit

Python

Job description

Capula Ltd. is seeking a Credit Quantitative Analyst to strengthen our credit data and product infrastructure.

The role sits at the intersection of data engineering and quantitative structuring, owning core credit datasets and extending pricing capabilities into new products. You will build and operate a live data pipeline with ongoing QC, reconcile data from multiple sources, and develop pricers for credit products including CDS, ETFs and TRS.