CLO/CDO Investor Reporting - Charlotte/Houston/Boston

Delta Capita • Boston, MA

1d • $70,000 - $85,000 • Hybrid

About The Position

Delta Capita is seeking a motivated and energetic person to work with a client in the collateralized debt obligation (CDO) and collateralized loan obligation (CLO) space. The role involves analyzing asset portfolios, ensuring transaction compliance with governing documents, modeling portfolio tests and reporting requirements, preparing investor reports and payment calculations, and working with portfolio managers and other industry participants. A good understanding of syndicated bank loans and the syndicated lifecycle is desired.

The position is based in Charlotte, Houston, or Boston. It follows a hybrid-working expectation that generally requires at least three days per week in an office and two days from home, with flexibility to work four or five days in the office when client requirements call for it. Valid US work authorization is mandatory. Salary range: $70,000–$85,000.

Requirements

• Bachelor's degree or equivalent.
• At least 2 years of experience in structured finance or a related industry.
• CLO/CDO knowledge and experience.
• Advanced Excel skills.
• Strong communication skills.
• Valid US work authorization.
• Flexibility to meet client office-attendance requirements, which may be four or five days per week.

Nice To Haves

• SQL knowledge.
• CDO Suite experience.
• Demonstrated strong analytical skills and attention to detail.
• Good understanding of syndicated bank loans and the syndicated lifecycle.

Responsibilities

• Analyze large asset portfolios, reconcile data, and calculate portfolio compliance tests, including overcollateralization ratios, weighted average spread, weighted average life, and other portfolio quality and concentration ratios.
• Interpret complex legal documents to ensure compliance of CDO transactions.
• Model portfolio compliance tests and reporting requirements from CDO governing documents on in-house systems.
• Compile monthly and quarterly investor reports, analyze hypothetical trade results, and work with portfolio managers to compare portfolio information and statistics.
• Calculate and coordinate payment-date auditing with accountants, prepare priority-of-payment calculations (waterfalls), and determine distribution amounts to CDO noteholders.
• Interact with CDO portfolio managers, investors, rating agencies, investment banks, auditors, and other industry participants.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level