We are working with a globally established and highly regarded Macro Hedge Fund who is looking for a Credit Quant to build and own the data and pricing infrastructure behind its credit business. The role combines production data engineering with quantitative structuring and will suits someone who is hands-on and has a pragmatic mindset. This is not a role with path to trading or risk-taking.
Key Responsibilities:
- Own the historical dataset for all credit products (index rolls, defaults and recoveries, corporate actions).
- Reconcile data from multiple vendor and dealer sources, and run daily quality control on raw inputs and derived risk analytics as an ongoing production process.
- Build pricing and spread construction for products with limited coverage, such as credit ETF and TRS, tranches, single-name CDS curves, and cash bonds mapped to the CDS universe.
- Help extend the platform into newer instruments, including credit futures.
Requirements:
- 3+ years, with hedge fund experience.
- Experience running a credit data pipeline in production, not just using data for research.
- Experience building and maintaining point-in-time credit datasets (tranche, vol, single-name CDS and bonds) through live credit events and index rolls.
- Experience producing ETF total-return series with the rates leg separated out.
- Good working knowledge of CDS option and/or tranche pricing mechanics.
- Strong reconciliation and data-quality habits across multiple data providers.
- Strong Python knowledge (or similar) for pricing and data pipeline tooling.
Due to high demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, someone will be in touch to discuss. We can only respond to highly qualified candidates.
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Credit Quant | Hedge Fund, London employer: Undisclosed
Join a leading telecommunications organisation that values innovation and creativity, offering a dynamic work culture where your project management skills can shine. With a focus on employee growth and development, you'll have access to exciting brand and event projects in a hybrid working environment in London, allowing for a perfect balance between collaboration and flexibility. This role not only provides competitive compensation but also the opportunity to work alongside talented professionals in a fast-paced setting, making it an excellent choice for those seeking meaningful and rewarding employment.
