Liquid Credit, Portfolio Analytics / Portfolio Optimization (CLO) – Vice President / Principal
Core
Build and automate analytics, data mining, and optimization tooling to support portfolio construction, monitoring, and trade decision-making for a CLO platform.
Role type
Vice President / Principal Portfolio Analytics & Optimization (CLO)
Builds
Automated Excel/BI dashboards, data pipelines, and scenario analysis models for CLO portfolios
Domain
Structured Finance / Credit / CLO
Deliverable
production ML models | product features | dashboards & analysis
Required skills
CLO structures and portfolio test mechanics, Advanced Microsoft Excel (Power Query, Power Pivot, VBA), SQL, Python, BI dashboarding (Power BI), Data mining and cleaning, Hypothetical trade analysis, Stakeholder management across PMs/trading/ops
Preferred skills
Experience with CLO tooling (Intex, CDO Suite/Solvas, WSO, Nexus, Bloomberg), Utilization of AI tools (e.g., Claude) for data aggregation and workflow automation
Technologies
Excel, Power Query, Power Pivot, VBA, Power BI, SQL, Python, Intex, CDO Suite/Solvas, WSO, Nexus, Bloomberg
Responsibilities
Produce daily/weekly portfolio snapshots and KPI packs; Reconcile inputs across trustee reports and market data; Run pro-forma trade analysis and communicate impacts on indenture constraints; Build and automate Excel-based portfolio tools and data workflows; Create benchmarking views to compare portfolios vs peer managers; Act as a connective hub across PMs, trading, operations, and tech teams
Seniority
Senior, hands-on IC with strategic oversight