Must include 2 years of experience in each of the following Modeling CLOCDO transactions by conducting cashflow and scenario analysis using tools specific to structured credit products such as IntexCalc, Intex DealMaker, SP CashFlow Evaluator and Moodys CDOEdge; Developing analytical tools to evaluate and analyzing CLO deals and their underlying portfolio metrics, including WAS, WARF, WAP, Equity IRR, OCIC cushions, First Period Interest, MVOC, etc. and utilizing these metrics to correspondingly structure deals; Running rating agency stress test models to negotiate legal documentation and terms with rating agencies, managers and investors; Querying, inserting and manipulating large amounts of data using SQL, Excel, VBA, Python to analyze trends in the CLO primarysecondary markets, enhance statistical models for pricingrisk evaluation and streamline tasksprocesses used by the desk such as tracking and monitoring the desks PL; Performing quantitative and qualitative analysis on CLO credit trends, collateral quality metrics and cash flow distributions to formulate broadbased market and business recommendations; and, Utilizing MS Word and PowerPoint to prepare internal and external materials with information on the current market, focusing on structural features, assetliability yields and issuance levels.
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