Support CLO Valuation function by producing pricing and analytics at CUSIP level
Process and standardize daily bid lists from multiple dealers and calculating Discount Margins and Yields. • Ad-hoc analysis related to CLOs and other Structured Products.
MBA / Masters in Statistics / Commerce from a reputed B-school or university
Relevant experience in financial analysis, modeling, and research in the structured finance industry with good understanding of major asset classes such as CLO, ABS, RMBS, CMBS
Good understanding of the concepts and economics of securitization markets.
Basic Bond Mathematics (NPV, pricing of bonds, discounted cash flow etc) • Excellent communication skills – written, verbal
self-starter, excellent planner and executor • Robust problem solving and data handling skills