Quantitative analysis · Credit

You build and look after the credit market data and pricing tools that an investment manager's credit business relies on, keeping the data clean and pricing new products. The seat sits between data engineering and quantitative structuring, the maths of describing and pricing financial products.

Half of it is owning the firm's core credit datasets day to day, as a live system rather than a one off project. The other half is extending its pricing tools into credit products it covers only partly today.