Credit Quant – Production Data & Pricing Systems

Undisclosed; Greater London; Sur place; GBP 90 000 - 150 000; Plein temps

Résumé du poste

Undisclosed in Greater London is seeking a Credit Quant to own the data and pricing infrastructure for its credit business. The role blends production data engineering with quantitative structuring and requires hands-on implementation experience.

You will manage historical credit datasets, ensure data quality across providers, and develop pricing for specialized instruments such as CDS, ETFS and credit-linked notes.

Qualifications

• 3+ years of hedge fund experience.
• Experience running a credit data pipeline in production.
• Experience building point-in-time credit datasets through live events.
• Experience producing ETF total-return series with rates separated.
• Good knowledge of CDS option and/or tranche pricing mechanics.
• Strong data-quality habits across multiple data providers.
• Strong Python knowledge or equivalent for pricing and data pipelines.

Responsabilités

• Own the historical dataset for credit products including index rolls, defaults and recoveries.
• Reconcile data from multiple vendor and dealer sources and run daily quality control.
• Build pricing and spread construction for niche instruments and CDS maps.
• Extend the platform to newer instruments such as credit futures.

Connaissances

Python

Data quality

Reconciliation

Pricing tooling

Description du poste

Undisclosed in Greater London is seeking a Credit Quant to own the data and pricing infrastructure for its credit business. The role blends production data engineering with quantitative structuring and requires hands-on implementation experience.

You will manage historical credit datasets, ensure data quality across providers, and develop pricing for specialized instruments such as CDS, ETFS and credit-linked notes.