Credit Data Engineer & Quantitative Pricer

Referment; Greater London; Vor Ort; GBP 95.000 - 140.000; Vollzeit

Zusammenfassung

Referment, a London-based alternative investment manager, is strengthening its credit data and pricing infrastructure. This role sits at the intersection of data engineering and quantitative structuring, owning the integrity of core datasets and extending pricing capability beyond current coverage.

The ideal candidate has hands-on experience operating live credit data pipelines, building pricers, and reconciling data across multiple vendors to ensure accurate risk analytics.

Qualifikationen

• Point-in-time credit datasets built from actual events required.
• ETF total-return series with rates separated from credit return expected.
• CDS option and tranche pricing models knowledge desirable.
• Strong data reconciliation and data-quality instincts.

Aufgaben

• Build and maintain credit datasets across products including indices, defaults, recoveries.
• Operate dataset as live pipeline with data quality checks.
• Develop pricers and spread construction for ETFs and related products.
• Extend coverage to tranches, CDS curves, and future CDS mappings.

Kenntnisse

Python

Data engineering

Credit datasets

Pricing models

Data reconciliation

Ausbildung

Quantitative discipline degree

Jobbeschreibung

Referment, a London-based alternative investment manager, is strengthening its credit data and pricing infrastructure. This role sits at the intersection of data engineering and quantitative structuring, owning the integrity of core datasets and extending pricing capability beyond current coverage.

The ideal candidate has hands-on experience operating live credit data pipelines, building pricers, and reconciling data across multiple vendors to ensure accurate risk analytics.