CLO Analyst

  • Competitive Base + Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Integrated Management Resources
  • 05 Mar 19

This is an Investment Analyst position in the Multi-Asset Strategy group covering investment strategies across business lines. The analyst interacts closely with the trading teams covering assets including residential and commercial MBS, CLO, and ABS. The analyst will execute research projects with the objective of improving or developing investment strategies. Research objectives include R&D on quantitative models, investment strategies, building analytics, and integrating solutions into portfolios. Duties include quant research such as back-tests, portfolio analytics, portfolio optimizations and trade simulations. Research projects will be related to developing investment strategies, building analytics and integrating the team's research solutions into client portfolios.

This is an Investment Analyst position in the Multi-Asset Strategy group covering investment strategies across business lines. 

The analyst interacts closely with the trading teams covering assets including residential and commercial MBS, CLO, and ABS.

The analyst will execute research projects with the objective of improving or developing investment strategies. Research objectives include R&D on quantitative models, investment strategies, building analytics, and integrating solutions into portfolios. 

Duties include quant research such as back-tests, portfolio analytics, portfolio optimizations and trade simulations. Research projects will be related to developing investment strategies, building analytics and integrating the team's research solutions into client portfolios. 

SKILLS/KNOWLEDGE/ABILITIES: 

• Advanced degree in STEM or Finance 

• Strong quantitative modeling, data analysis and analytical skills 

• Strong programming skills (R, SAS, SQL, Python, Excel, VBA) 

• Proficiency with Machine Learning algorithms and techniques is a plus 

• Experience with credit risk and leveraged loan performance modeling is a plus