Market data analyst for credit products

Referment; Greater London; Hybrid; GBP 60,000 - 90,000; Full time

Benefits offered by this job

Remote working flexibility

Job summary

Referment в Лондоне ищет аналитика по оценке цен облигаций и кредитных инструментов. Ваша задача — верифицировать цены и проверять данные, обеспечивая соответствие рынку и внутренним эталонам; вы будете работать с широкими наборами данных по облигациям и займам, чтобы выявлять аномалии и обеспечивать точность расчетов.

Требуются экспертиза IPV/fixed income pricing, продвинутый Excel/Apps Script, умение работать с большими данными.

Qualifications

• Опыт IPV, независимой оценки цены (IPV) или проверки цены в фиксированном доходе.
• Хорошее знание синтаксиса данных облигаций и структур ценовых кондов (clean/dirty price, начисления).
• Продвинутые навыки Excel/Google Sheets, макросы или Apps Script.

Responsibilities

• Проверять прайс-фиды от поставщика по внутренним бенчмаркам и исследовать аномалии.
• Анализировать крупные наборы облигационных/кредитных данных и устранять ошибки в агрегированных данные.
• Расчет и валидация цен по инструментам (YTM, YTW, z-spread, Macaulay duration, PV01).
• Разрабатывать автоматизированные алгоритмы для уменьшения ручной проверки и документировать проблемы поставщику.
• Отвечать на запросы клиентов по данным и функционality продукта, взаимодействуя с ведущими инвестиционными фирмами.

Skills

IPV experience

Fixed income valuations

Bond/loan data

Pricing conventions

Advanced Excel/Sheets

Data analysis

Academic excellence

Python/SQL

Education

Quantitative degree

Finance degree

Tools

Macros

Apps Script

Job description

Описание

Referment is working with a London-based financial technology company that supplies specialist credit data and analytics to some of the world's largest investment banks, asset managers and hedge funds. Its platform automatically structures bond and loan data across thousands of issuers in the US, Europe and emerging markets, giving credit teams auditable fundamentals on demand.

Задачи

• Review pricing feeds from a third-party pricing provider against internal benchmarks, investigating anomalies rather than accepting them.
• Sift through large bond and loan price and reference datasets to identify, prioritise and resolve outliers, including tracing capital structures and inter-company relationships to keep aggregate-level data sound.
• Calculate and validate bond and loan pricing data at scale, from YTM, YTW and z-spread to Macaulay and modified duration and PV01.
• Build automated algorithms that reduce manual reviews and checks, and document or escalation recurring data quality issues to the pricing vendor and internal stakeholders.
• Answer client questions about data and product functionality, working directly with leading investment firms.

Требования

• Experience in evaluated pricing, independent price verification (IPV), fixed income valuations or trade support, or credit fund NAV pricing, for example as an investment bank IPV or vendor-side pricing analyst.
• Strong familiarity with bond and loan reference data syntax and pricing feed structures, and command of pricing conventions (clean versus dirty price, accrued interest, day count) so you can sanity-check a price against its fundamentals.
• Advanced Excel or Google Sheets skills, including complex spreadsheets with macros or Apps Script.
• A demonstrated ability to work through large, messy datasets to find the one wrong number that everyone else's process missed.
• A strong academic track record and sharp analytical and quantitative reasoning.
• Будет плюсом: Python, SQL or similar coding experience is a plus; An understanding of simple and complex corporate capital structures is useful

Условия

The role is permanent, full time and hybrid, based in London, with remote working flexibility offered by the company.