Credit Quantitative Engineer: Data, Pricing & Infra

Referment; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Referment is a London-based manager focusing on fixed income, macro and systematic strategies. The role sits at the intersection of data engineering and quantitative structuring, owning the integrity of core credit datasets and extending pricing capabilities into new products.

You will operate a live data pipeline, reconcile multi-source data, and build pricers for ETFs and swaps, with scope to add CDS and cash bond coverage. A quantitative degree and strong Python skills are required.

Qualifications

• Proven experience building point-in-time credit datasets through events and index rolls.
• Experience producing ETF total-return series with rates separated from credit return.
• Strong understanding of CDS option and tranche pricing models.

Responsibilities

• Build and maintain historical credit datasets across products (indexes, defaults, recoveries, corporate actions).
• Reconcile data across sources and dealer marks to stay consistent and accurate.
• Operate live credit data pipeline, ensuring input quality and derived risk analytics.
• Build pricers and spread construction for limited coverage instruments (credit ETFs, total return swaps).
• Extend coverage to credit tranches, CDS curves, and mapped cash bonds; potential future CDS futures/ETFs.

Skills

Python

Data pipelines

Credit datasets

Reconciliation

Pricing models CDS

Education

Quantitative degree

Tools

CDS pricing

ETFs

Job description

Referment is a London-based manager focusing on fixed income, macro and systematic strategies. The role sits at the intersection of data engineering and quantitative structuring, owning the integrity of core credit datasets and extending pricing capabilities into new products.

You will operate a live data pipeline, reconcile multi-source data, and build pricers for ETFs and swaps, with scope to add CDS and cash bond coverage. A quantitative degree and strong Python skills are required.