CLO/CDO Investor Reporting

The role involves working directly with a client within the Collateralized Debt Obligation (CDO) and Collateralized Loan Obligation (CLO) space. The ideal candidate has a good understanding of syndicated bank loans and the syndicated lifecycle.

Key responsibilities:

• Perform data analysis on large asset portfolios including data reconciliation and calculation of portfolio compliance tests such as overcollateralization ratios, weighted average spread, weighted average life and other portfolio quality and concentration ratios.
• Ensure compliance of CDO transactions by accurately comprehending and interpreting complex legal documents.
• Model portfolio compliance tests and reporting requirements as defined by CDO governing documents onto a variety of in-house systems.
• Compile monthly and quarterly investor reports, analyze hypothetical trade results and work closely with portfolio managers on comparing key portfolio information and statistics.
• Calculate and coordinate payment date auditing process with accountants, prepare priority of payment calculations (waterfalls) and distribution amounts to CDO noteholders.
• Interact with CDO portfolio managers, investors, rating agencies, investment banks, auditors and other industry participants.

Requirements:

• Bachelor's degree or equivalent
• 2+ years of experience in structured finance or related industry.
• CLO/CDO knowledge and experience
• Advanced Excel skills
• Strong communication skills

Preferred experience:

• SQL knowledge
• CDO Suite experience
• Demonstrated strong analytical skills and attention to detail

Salary Range:

$70,000-$85,000

Expectations Regarding Hybrid Working:

As a service provider and consulting firm servicing clients, office attendance aligns with client policies, which vary. Most clients require a minimum of 3 days per week in the office, so this is the minimum expectation at Delta Capita. Some clients require 4 or 5 days, and candidates must be flexible to meet those demands.

How We Work:

Delta Capita is an equal opportunity employer. For this role a valid work authorization for the US is mandatory.

Who We Are:

Delta Capita Group (a member of the Prytek Group) is a global managed services, consulting and solutions provider with a unique combination of experience in Financial Services and technology innovation capability. Our mission is to reinvent the financial services value chain providing technology based mutualized services for financial institutions for non-differentiating services.

• Managed Services
• Resource Augmentation
• Consulting
• Technology