Senior CLO Evaluator
Core
Own daily valuations and market analysis of CLO securities across the capital structure, including debt tranches and equity positions.
Role type
Senior IC CLO evaluator
Builds
End-of-day valuations for LSEG's Evaluated Pricing Service
Domain
Global financial markets / Structured finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
CLO structures and waterfall mechanics, leveraged loan markets, valuation methodologies for performing/distressed CLOs, Intex/Interlink tools, cash flow modeling, quantitative analysis
Preferred skills
U.S. and European CLO markets, Python/SQL/VBA, large financial datasets, portfolio valuation, risk management
Technologies
Intex, Interlink, Python, SQL, VBA
Responsibilities
Produce daily independent valuations across CLO capital structures, analyze market trends and spread movements, evaluate new issue and secondary market transactions, perform quality control reviews and investigate pricing anomalies, mentor junior evaluators
Seniority
Senior, hands-on IC