Unknown worker on horse wanting in yellow pigment? (7)

I believe the answer is:

xanthin

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'yellow pigment?' is the definition.
'xanthin' can be an answer for 'pigment?' (thesaurus). I am unsure of the 'yellow' bit.

'unknown worker on horse wanting in' is the wordplay.
'unknown' becomes 'x' (algebra).
'worker' becomes 'ant' (worker is a type of ant).
'on' says to put letters next to each other.
'horse' becomes 'H' (abbreviation as in horse power).
'wanting' says to put letters next to each other.
'x'+'ant'+'h'+'in'='XANTHIN'

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I've seen this clue in The Times.

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