- Develop, implement and maintain complex mathematical models used to make decisions for internal CLO strategies, investments and/or risk management.
- Quantify option value(s) of new/existing CLOs.
- Devise simulations to test various models/methods.
- Calculate CLO performance on a monthly and quarterly basis.
- Maintain analytics on competitor performance versus internal platform performance.
- Identify, quantify and monitor risk analytics of our CLOs and CLO investments on an ongoing basis.
- Capable of synthesizing data from external CLO data providers that can be made relevant for discussions either internally or with investors.
- Stay abreast of both primary and secondary CLO market activity.
- Independently verify and/or challenge monthly marks on existing positions.
- Maintain robust management reports to review CLO portfolio analytics on a monthly and quarterly basis, as well as to help facilitate monitoring, performance, positioning and optimization.
- Assist with the construction and analytics of model portfolios.
- Liaise with other internal groups to support our business goals.
- Ad-hoc projects and analyses as they arise.
- 3-5 years quantitative experience related to CLOs.
- Solid Excel skills and Intex knowledge (including DealMaker) a must.
- Innovative, analytical thinker with strong communication skills and a demonstrated proficiency with numerical and analytical tools.
- Strong quantitative abilities coupled with intermediate-to-strong programming skills (whether acquired academically or through hands-on experience) are required.
- Exceptional detail-orientation and precision a must.
- Ideal candidate is an enthusiastic collaborator that is hard-working, has a hands-on approach, is a utility player and is a self-starter with a willingness to learn/step-up, if needed.
- Strong organizational skills and ability to multi-task on various high-priority items efficiently a must.
- Collaboration as a team player is a must.
Must work effectively with minimal supervision.
Sound Point Capital Management, a credit-oriented investment manager overseeing approximately $14 billion in total assets, is seeking a CLO Quant Analyst for its New York office. Sound Point has a diverse product line including CLOs, hedge funds, mutual funds and separately managed accounts. The firm employs more than 50 people, and has grown steadily since inception.
How to Apply
Qualified applicants should send a resume to email@example.com
Please quote the "HFM Jobs Board" in the subject line of your application