Structured Credit Analyst
Buyside Structured Credit Analyst Role
1-3 yrs finance experience
· As directed by the Head of Quantitative Analytics (QA) & Structured Credit Research, assist in the QA effort, as well as modelling existing fund returns
o Assist in developing and executing various scenario analyses and stress tests on existing funds
o Assist Head of QA Effort to summarize and analyze results of existing fund analysis, including:
§ Forecasting Fund IRRs, Cash on Cash Returns, etc.
§ Fund attribution / comparison analysis
§ Prediction of borrower performance based on internal factor models
§ Forecasted Fund Test compliance
· Involved in various aspects of CLO third party investing effort
o Assist in portfolio management / portfolio reporting for investments in third party CLO debt & equity
· Involved in various aspects of CLO debt and equity marketing initiatives
o Preparation of marketing and offering materials
o Understanding market dynamics, clearing levels and up to date on current market comps / pricing levels
o Establishing relationships with key investors
o Facilitate due diligence process
· Develop proprietary cashflow models in addition to using Intex to forecast returns and present deal analytics to senior management and investors
o Model various CLO cashflow models “from scratch”
o Execute various scenario analyses and stress tests
o Collect and compile structured data for use as modeling inputs, to inform modeling simulation design and for use with quantitative analysis, scenario analysis, and stress tests
Required Skills/Qualifications/Experience
· 1-3 yrs finance experience
· Bachelor’s degree in Finance, Accounting, Mathematics, Physics, Engineering, Business or related business specialty from an accredited college/ university, advanced degree or CFA preferred
· The ability to manage multiple priorities, working under pressure to meet deadlines, and the ability to respond creatively and quickly in a fast-paced and changing environment.
· Strong analytical skills, quantitative and modeling skills
· Self-motivated with the ability to work independently, ability to work well in a team-oriented environment.
· Technical proficiency with MS Excel modeling, PowerPoint, Intex, and Bloomberg; VBA/SQL/Python a plus.
Excellent written, verbal, and interpersonal skills.