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Quantitative Analyst, CLO Portfolio Management

Jefferies
New York City, USA
Full-time
Junior · 2–4 years experience
Onsite
$100,000-150,000
Discovered 1 weeks ago
excel

Full Job Posting

Key Responsibilities

  • Perform quantitative analysis across CLO portfolios and other structured credit products.
  • Produce portfolio attribution and performance analytics to help evaluate investment outcomes and drivers of returns.
  • Analyze portfolio cash flows, projected returns, and investment performance metrics.
  • Support CLO portfolio managers with trade analysis, relative value assessments, and portfolio optimization exercises.
  • Calculate IRRs and develop cash flow models to evaluate investment opportunities and portfolio performance.
  • Develop and maintain analytical tools and dashboards used by the investment team.
  • Conduct light structured credit modeling and scenario analysis to assess portfolio risk and expected performance.
  • Assist with reporting, surveillance, and management of CLO portfolios throughout their lifecycle.
  • Contribute analytical insights that directly support front-office investment decisions.

Required Qualifications

  • Bachelor's degree in Finance, Mathematics, Statistics, Engineering, Economics, Computer Science, or another quantitative discipline.
  • 2-4 years of relevant experience within CLOs, structured credit, leveraged finance, fixed income analytics, portfolio analytics, or credit investing.
  • Strong mathematical and analytical ability with a demonstrated interest in financial markets and structured products.
  • Understanding of investment performance measurement, attribution analysis, and portfolio analytics.
  • Experience building or working with cash flow models and return calculations.
  • Ability to calculate and analyze IRRs, expected returns, and portfolio performance metrics.
  • Advanced Excel skills and strong quantitative problem-solving capabilities.
  • Excellent attention to detail and communication skills.

Preferred Qualifications

  • Direct CLO experience strongly preferred.
  • Understanding of CLO structures, waterfalls, collateral portfolios, and liability management.
  • Familiarity with structured credit modeling.
  • Experience supporting portfolio managers or investment teams in a front-office environment.
  • Experience at a CLO manager, bank CLO platform, asset manager, or structured credit investment firm.
  • New York, NY Full Time Salary Range of $100,000-150,000.
  • #LI-DNI

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