The Role

Referment is working with a London-based alternative investment manager that runs fixed income, macro and systematic strategies for institutional investors. Its credit business is strengthening the foundational data and product infrastructure behind its pricing and risk analytics, and this role sits at the intersection of data engineering and quantitative structuring.

You will own the integrity of the core credit datasets while extending pricing capability into products the desk cannot yet cover cleanly. It is a hands-on mandate, best suited to someone who has built and operated credit data infrastructure in a live production environment rather than only consumed it for research.

Build and maintain the historical dataset across all credit products, covering index rolls, defaults and recoveries, and corporate actions. Reconcile data across multiple sources and dealer marks so the dataset stays consistent and accurate. Operate the credit dataset as a live pipeline, owning day-to-day quality of both raw inputs and derived risk analytics. Build pricers and spread construction where coverage is limited, including credit ETFs and total return swaps, with the rates component cleanly separated from the credit return. Extend coverage to credit tranches, clean single-name CDS curves and cash bonds mapped to the CDS universe, with scope to add credit futures and total return swaps on ETFs.