Financial analyst with background in Securitization (specifically CLOs) to support the monitoring and analysis of securitization transactions. This includes tracking, storing, organizing and reporting the transaction documents on a regular basis, collecting collateral and transaction level data and other details, and performing valuation and risk analysis using tools such as INTEX.
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.
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