Credit Quantitative Analyst

Duties and responsibilities:

• We are looking for a Credit Quantitative Analyst to strengthen the foundational data and product infrastructure underpinning our credit business. This role sits at the intersection of data engineering and quantitative structuring.  You will both own the integrity of our core credit datasets and extend our pricing capabilities into new products.
• This is a hands-on role suited to someone who has previously built and operated credit data infrastructure in a live, production environment (not simply consumed it for research).

Data Cleanup & Maintenance

• Build and maintain the historical dataset for all credit products, including index rolls, defaults and recoveries, and corporate actions.
• Reconcile data across multiple sources (Markit, Bloomberg, dealer marks) to ensure consistency and accuracy.
• Own the day-to-day quality of the credit dataset — both raw inputs and derived risk analytics, operating this as a live pipeline with ongoing QC, not a one-off build.

Product Extension

• Build pricers and spread construction for credit products where coverage is currently limited, including:
• Credit ETFs / Total Return Swaps (TRS) including ground-up z-spread construction, with the rates component cleanly stripped out so the credit return is usable directly.
• Credit tranches.
• Clean single-nam