Market data analyst for credit products

Referment is working with a London-based financial technology company that supplies specialist credit data and analytics to some of the world's largest investment banks, asset managers and hedge funds. Its platform automatically structures bond and loan data across thousands of issuers in the US, Europe and emerging markets, giving credit teams auditable fundamentals on demand.

• Review pricing feeds from a third-party pricing provider against internal benchmarks, investigating anomalies rather than accepting them.
• Sift through large bond and loan price and reference datasets to identify, prioritise and resolve outliers, including tracing capital structures and inter-company relationships to keep aggregate-level data sound.
• Calculate and validate bond and loan pricing data at scale, from YTM, YTW and z-spread to Macaulay and modified duration and PV01.
• Build automated algorithms that reduce manual reviews and checks, and document or escalate recurring data quality issues to the pricing vendor and internal stakeholders.
• Answer client questions about data and product functionality, working directly with leading investment firms.

• Experience in evaluated pricing, independent price verification (IPV), fixed income valuations or trade support, or credit fund NAV pricing, for example as an investment bank IPV or vendor-side pricing analyst.
• Strong familiarity with bond and loan reference data syntax and pricing feed structures, and command of pricing conventions (clean versus dirty price, accrued interest, day count) so you can sanity-check a price against its fundamentals.
• Advanced Excel or Google Sheets skills, including complex spreadsheets with macros or Apps Script.
• A demonstrated ability to work through large, messy datasets to find the one wrong number that everyone else's process missed.
• A strong academic track record and sharp analytical and quantitative reasoning.
• Будет плюсом: Python, SQL or similar coding experience is a plus; An understanding of simple and complex corporate capital structures is useful

• The role is permanent, full time and hybrid, based in London, with remote working flexibility offered by the company.