Structured Trust and Analytics, Associate 2
Core
Execute daily calculations and model updates for Collateralized Loan Obligation (CLO) investment vehicles, reconcile data with auditors, and produce trustee and payment distribution reports.
Role type
Associate 2 Structured Trust and Analytics
Builds
Monthly trustee reports and quarterly payment distribution reports for CLO investors
Domain
Financial services / Structured Finance / CLOs
Deliverable
production ML models | dashboards & analysis
Required skills
Excel modeling, CLO documentation interpretation, credit instrument analysis, data reconciliation, client liaison, report generation
Preferred skills
SOLVAS, Bloomberg, LoanOps Portal, Wall Street Office, LS Fax, Collaborate, My State Street
Technologies
Excel, SOLVAS, Bloomberg, LoanOps Portal, Wall Street Office, LS Fax, Collaborate, My State Street
Responsibilities
Run hypothetical trades through Excel/SOLVAS-based models; Create and update Excel-based models based on CLO Warehouse/Indenture documents; Execute daily models to calculate CLO Concentration, Coverage, and Collateral Quality Tests; Liaise with Collateral Managers and Auditors to reconcile data and produce reports; Advance relationships with clients and internal groups; Participate in special projects.
Seniority
Associate 2, entry-level IC
