CES - Collateralized Loan Obligations Role - Middle Office

Scope and Responsibilities :

As Client's expands its management of Collateralized Loan Obligations (CLOs), we are seeking an individual to fulfill a middle office function to support the growth in our CLO Create and utilize Excel and other software to monitor all CLO parameters including Collateral Quality, Concentration, Coverage, LTV ratios, and the Priority of Payments

• Work closely with the Trustee / CLO Administrator to reconcile and approve Monthly / Distribution / Effective Date / Warehouse Reports
• Coordinate the asset approval process among accounting, compliance, portfolio management, and underwriter
• Model hypothetical pre / post-trade analytics to understand compliance test impacts; work with portfolio management to manage, if necessary, the portfolio back within guidelines by highlighting and making recommendations related to breaches
• Interpret Indenture language and nuances of existing and new CLOs, including the impact on investment parameters
• Work closely with technology department to extract data elements and construct logic to properly monitor CLOs
• Participate in the research, design, and creation of new or ad-hoc reports, as needed, to assist compliance, portfolio management and marketing with the launch, monitoring, management or marketing of existing and anticipated CLOs
• Serve as a subject matter expert and resource to portfolio managers, marketing, and compliance teams
• Support all aspects of current CLOs that are resetting with new capital structures; including, stress-testing, debugging, and resolving all coding issues, and creating model / hypothetical portfolios
• Enhance and evolve Clients monitoring and reporting process
• Create and gather CLO statistics, default and recovery rates, and other data for investor requests

Experience Required :

Personal Attributes :

The successful candidate will have :

(ref : iimjobs.com)