Liquid Credit, Portfolio Analytics / Portfolio Optimization (CLO) – Vice President / Principal

The Role

We are seeking a high-output “athlete” to sit at the intersection of portfolio management, trading, and structured credit, owning analytics and tooling that improve portfolio construction, monitoring, and trade decision-making across our CLO platform. This person will build and automate Excel- and dashboard-based analytics, data-mine large datasets, run hypothetical trade and test analysis, and support relative value / peer comparisons vs other managers and vehicles.

Responsibilities

Portfolio monitoring & daily/weekly analytics

• Produce and maintain daily/weekly portfolio snapshots, dashboards, and KPI packs for PMs/traders (exposures, concentrations, collateral quality, tests, price/rating moves, watchlist signals).
• Reconcile inputs across trustee reports, internal systems, and market data; ensure data integrity and “one version of truth.”
• Track CLO compliance tests and structural triggers; proactively flag potential issues before they become binding constraints.

Optimization, trade support & scenario analysis

• Run pro-forma / hypothetical trade analysis and communicate impacts on OC/IC tests, WARF/WAS/WARF cushion, concentrations, CCC buckets, and other indenture constraints.
• Partner with PMs and trading to propose optimization ideas (relative value, risk reduction, par build, liquidity management).
• Support new issue, reset, refi, and warehouse ramp processes with reporting/tie-outs and trade testing.

Tooling, automation & data mining

• Build, enhance, and automate Excel-based portfolio tools (Power Query, Pivot/Power Pivot, advanced formulas, VBA where helpful) and/or integrate with BI dashboards.
• Design repeatable workflows for ingesting, cleaning, and mapping large datasets (loan terms, ratings, pricing, exposures, test data) and reducing manual steps.

Peer / manager comparisons & investor analytics

• Create benchmarking views to compare portfolios vs peer managers/vehicles (risk posture, quality metrics, concentrations, tail risk, trading cadence, performance drivers) and respond to ad hoc investor and internal questions quickly with data.

Stakeholder management

• Act as a connective hub across PMs, trading, operations/middle office, legal/structuring, and tech/data teams to ensure analytics are accurate, scalable, and decision-useful.

Qualifications

• 7+ years of total professional experience within structured finance, credit, or related fields.
• 3-7 years of direct CLO experience, ideally in a collateral manager, trustee, auditor, middle office, ratings, structuring/trading support, or valuation seat.
• Strong understanding of CLO structures and portfolio test mechanics; ability to interpret governing docs and translate into a model/checklist.
• Advanced Microsoft Excel: large dataset manipulation, modeling, automation (Power Query/Power Pivot preferred; VBA helpful).
• Utilized AI tools (e.g., Claude) to aggregate and analyze unstructured data, supporting portfolio construction, stress testing, and ongoing risk surveillance.
• Experience leveraging AI tools (including Anthropic’s Claude) to synthesize large datasets, automate research workflows, and enhance decision‑making.
• Proven experience producing portfolio reporting (weekly/monthly/quarterly) and reconciling trustee/system outputs.
• Strong written/verbal communication—can synthesize complex trade/test impacts into clear “so what” recommendations.
• Hands-on with common CLO/loan/cashflow tooling (Intex, CDO Suite/Solvas, WSO, Nexus, Bloomberg data extraction).
• SQL and/or Python for data processing, automation, and repeatable analytics.
• BI/dashboard experience (e.g., Power BI) and ability to publish executive-ready views and self-serve analytics.
• Experience building internal tools/reports specifically to facilitate daily monitoring, optimizations, and hypothetical tests in partnership with PMs/traders.

Pay Transparency

The base annual salary range for this Connecticut-based position will be $200,000 to $250,000. Actual salary offered will be based on the candidate’s skill, experience, and qualification for the role. Employees may be eligible for a discretionary bonus, based on factors such as individual and team performance.