Quant jobs / Capula

Credit Quantitative Analyst

This credit role combines data ownership with quantitative product development. It supports the trading business by maintaining dependable histories and extending pricing coverage.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Reconcile vendor and dealer credit histories around defaults and index rolls
Separate rates exposure from credit ETF return series
Extend valuation tools for credit tranches and single-name CDS
Operate daily checks on production credit datasets

What they ask for

Required

Production credit-data pipeline experience
Point-in-time credit histories
CDS and tranche valuation knowledge
Credit ETF return decomposition
Python or comparable coding skills
Data reconciliation

Education: Degree in a quantitative subject; no degree level is specified.
Experience: Prior ownership of live credit-data infrastructure and quality controls.
Languages and tools: Python
Markets: credit, fixed-income

How to prepare

Build a credit dataset that preserves historical index membership
Implement CDS curve checks around a default event
Explain credit spread construction and rates hedging in an ETF return series

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Capula’s site before applying: requirements, location and pay can change after we check them.

View the posting on Capula’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Capula and doesn’t handle applications.