Credit Data Infrastructure & Pricing Engineer

Capula Investment Management LLP; Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Competitive salary and bonus scheme

Staff development and training

Corporate gym membership

Pension contribution

Free breakfast and lunch in employee餐厅

Private medical insurance

Job summary

Capula Investment Management LLP in London seeks a Credit Quantitative Analyst to strengthen the credit data and product infrastructure, owning the core datasets and extending pricing into new products.

This hands-on role requires experience building and operating credit data pipelines in production, rigorous QC, and the ability to reconcile data from multiple sources to enable robust pricing. Experience with ETF and CDS-related pricing is a plus.

Qualifications

• Degree in a quantitative discipline.
• Experience building point-in-time credit datasets in production.
• Experience producing ETF total-return series with separated rates.
• Experience operating live data pipelines with QC.

Responsibilities

• Own the end-to-end credit data pipeline; raw inputs to risk analytics.
• Build pricers and spread construction for credit products including CDS and ETFs.
• Maintain historical datasets for credit products (index rolls, defaults, recoveries, corporate actions).
• Reconcile data across Markit, Bloomberg and dealer sources for accuracy.
• Support future extension to credit futures and TRS on ETFs.

Skills

Python

Data quality

Data reconciliation

CDS pricing

Quant programming

Production data pipelines

Education

Degree in a quantitative discipline

Tools

Markit

Bloomberg

ETL

Pandas

Job description

Capula Investment Management LLP in London seeks a Credit Quantitative Analyst to strengthen the credit data and product infrastructure, owning the core datasets and extending pricing into new products.

This hands-on role requires experience building and operating credit data pipelines in production, rigorous QC, and the ability to reconcile data from multiple sources to enable robust pricing. Experience with ETF and CDS-related pricing is a plus.