Quantitative Analyst, CLO Portfolio Management
At a glance
Mid-level Data Science role at Jefferies. New York · full-time · $100,000–$150,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Analyze CLO and structured-credit portfolios, tracing performance drivers and investment returns
- Build cash-flow models, calculate IRRs, and assess projected returns for portfolios and new opportunities
- Help portfolio managers compare trades, judge relative value, and test portfolio optimization choices
- Create and maintain investment-team tools and dashboards, including scenario analysis for portfolio risk
- Support CLO reporting and ongoing surveillance across each portfolio’s lifecycle
What you bring
- A bachelor’s degree in a quantitative field such as finance, mathematics or another listed discipline
- Two to four years in CLOs, structured credit, fixed income analytics or another listed area
- Experience with cash-flow models, return calculations, performance attribution and portfolio analytics
- Advanced Excel ability, strong quantitative problem-solving, and careful attention to detail
Who this fits
This role suits someone with relevant credit analytics experience who wants direct involvement in investment decisions. It is a full-time position based in New York.
From the employer
Quantitative Analyst, CLO Portfolio Management
Jefferies Credit Partners | New York, NY
Position Overview
Jefferies Credit Partners is seeking a highly analytical Quantitative Analyst to support its CLO and structured credit investment platform. This individual will work closely with Portfolio Managers and investment professionals to provide portfolio analytics, performance attribution, cash flow analysis, and structured credit modeling across the firm's CLO business. This role is for someone who enjoys working with numbers, has strong quantitative capabilities, and wants direct exposure to investment decision-making. The ideal candidate will have experience analyzing CLO portfolios, structured credit products, and investment performance while developing tools and models that support portfolio management activities.
Key Responsibilities
- Perform quantitative analysis across CLO portfolios and other structured credit products.
- Produce portfolio attribution and performance analytics to help evaluate investment outcomes and drivers of returns.
- Analyze portfolio cash flows, projected returns, and investment performance metrics.
- Support CLO portfolio managers with trade analysis, relative value assessments, and portfolio optimization exercises.
- Calculate IRRs and develop cash flow models to evaluate investment opportunities and portfolio performance.
- Develop and maintain analytical tools and dashboards used by the investment team.
- Conduct light structured credit modeling and scenario analysis to assess portfolio risk and expected performance.
- Assist with reporting, surveillance, and management of CLO portfolios throughout their lifecycle.
- Contribute analytical insights that directly support front-office investment decisions.
Required Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, Engineering, Economics, Computer Science, or another quantitative discipline.
- 2-4 years of relevant experience within CLOs, structured credit, leveraged finance, fixed income analytics, portfolio analytics, or credit investing.
- Strong mathematical and analytical ability with a demonstrated interest in financial markets and structured products.
- Understanding of investment performance measurement, attribution analysis, and portfolio analytics.
- Experience building or working with cash flow models and return calculations.
- Ability to calculate and analyze IRRs, expected returns, and portfolio performance metrics.
- Advanced Excel skills and strong quantitative problem-solving capabilities.
- Excellent attention to detail and communication skills.
Preferred Qualifications
- Direct CLO experience strongly preferred.
- Understanding of CLO structures, waterfalls, collateral portfolios, and liability management.
- Familiarity with structured credit modeling.
- Experience supporting portfolio managers or investment teams in a front-office environment.
- Experience at a CLO manager, bank CLO platform, asset manager, or structured credit investment firm.
New York, NY Full Time Salary Range of $100,000-150,000.
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