Structured Credit Investment Analyst | CLO / ABS / MBS

Structured Credit Investment Analyst | CLO / ABS / MBS

A well regarded technology driven hedge fund is looking to add a Credit Analyst to a their team focused on structured credit.

The team currently invests primarily across CLOs but is actively expanding its mandate into other areas of structured credit and single-name corporate credit. This is an investment-focused seat suited to someone who wants to remain fundamentally grounded in credit while applying a more technical and data-driven approach to investing.

The analyst will work across both primary and secondary markets, evaluating opportunities at the security, structure, and underlying collateral level. The team takes a relatively deep approach to credit analysis, with alpha generated not only through security selection and trading, but also through understanding and proactively evaluating deal structure, collateral, and relative value.

Responsibilities

• Analyze investment opportunities across CLOs and broader structured credit markets, with potential exposure to ABS, MBS and other securitized products.
• Perform fundamental analysis of the underlying collateral, including corporate loans and other credit assets.
• Evaluate opportunities across both the primary and secondary markets.
• Analyze deal structures, documentation, structural protections and relative value across different securities and tranches.
• Build and utilize Python-based analytical tools and models to support investment decisions.
• Incorporate quantitative and systematic research techniques alongside fundamental credit analysis.
• Work closely with portfolio managers on idea generation, portfolio construction and ongoing monitoring.
• Support the team's expansion into additional areas of structured credit and single-name corporate credit.

Candidate Profile

• Experience within structured credit, including CLOs, ABS, MBS or related securitized products.
• Strong understanding of the underlying collateral and fundamental drivers of credit performance.
• Prior sell-side experience is highly relevant, particularly candidates coming from structured products, credit trading, research or structuring teams at major investment banks.
• Working knowledge of Python and the ability to use code as part of the research and investment process.
• Sufficient quantitative background to understand concepts such as regression and statistical analysis, although this is not intended to be a quant role.
• Strong analytical foundation and genuine interest in remaining within a credit investing team.