Credit Quantitative Analyst

About the role

Build and operate production-grade historical credit datasets, maintaining data quality and reconciling inputs from vendors and dealer sources across credit events and index rolls. Extend pricing and spread-construction capabilities for credit ETFs and TRS, tranches, single-name CDS, and cash bonds, while supporting future product coverage. A degree in a quantitative discipline and proven experience building and maintaining point-in-time credit datasets and live production data pipelines are required. Candidates should understand CDS option or tranche pricing, have experience separating rates from credit returns in ETF total-return series, and bring strong data-reconciliation and programming skills, particularly in Python or a similar language.