Quantitative Analyst, CLO Portfolio Management
Jefferies
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- Pay
- $100K to $150K
- a year
- Location
- New York, NY
- Job type
- Full time
- Posted
- Oct 12
- 8 days ago
Career path
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About the company
Jefferies
Investment banking · 5,001 to 10,000 employees
What you'll do
- 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.
- 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.
- 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.
What you need
- 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 an 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
- Advanced Excel skills and strong quantitative problem-solving capabilities
- Excellent attention to detail and communication skills
- Direct CLO experience (preferred)
Key skills
Advanced Excelcash flow modelsIRRsattribution analysisportfolio analyticsstructured credit modelingCLO structureswaterfallscollateral portfoliosliability managementmathematical and analytical abilitycommunication skills
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Read the full posting here
Quantitative Analyst, CLO Portfolio Management
Jefferies Credit Partners | New York, NY
Position Overview
Jefferies Credit Partners is seeking a highly analytical Quantitative Analyst to support its CLO and structured credit investment platform. This individual will work closely with Portfolio Managers and investment professionals to provide portfolio analytics, performance attribution, cash flow analysis, and structured credit modeling across the firm's CLO business. This role is for someone who enjoys working with numbers, has strong quantitative capabilities, and wants direct exposure to investment decision-making. The ideal candidate will have experience analyzing CLO portfolios, structured credit products, and investment performance while developing tools and models that support portfolio management activities.
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.
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