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Quantitative Analyst, CLO Portfolio Management

Jefferies New York, United States
Posted 3 days ago Permanent Competitive

Quantitative Analyst, CLO Portfolio Management

Jefferies New York, United States
Quantitative Analyst, CLO Portfolio Management

Job Description




Quantitative Analyst, CLO Portfolio Management




Jefferies Credit Partners | New York, NY




Position Overview



Jefferies Credit Partners is seeking a highly analytical Quantitative Analyst to support its CLO and structured credit investment platform. This individual will work closely with Portfolio Managers and investment professionals to provide portfolio analytics, performance attribution, cash flow analysis, and structured credit modeling across the firm's CLO business. This role is for someone who enjoys working with numbers, has strong quantitative capabilities, and wants direct exposure to investment decision-making. The ideal candidate will have experience analyzing CLO portfolios, structured credit products, and investment performance while developing tools and models that support portfolio management activities.




Key Responsibilities



  • Perform quantitative analysis across CLO portfolios and other structured credit products.

  • Produce portfolio attribution and performance analytics to help evaluate investment outcomes and drivers of returns.

  • Analyze portfolio cash flows, projected returns, and investment performance metrics.

  • Support CLO portfolio managers with trade analysis, relative value assessments, and portfolio optimization exercises.

  • Calculate IRRs and develop cash flow models to evaluate investment opportunities and portfolio performance.

  • Develop and maintain analytical tools and dashboards used by the investment team.

  • Conduct light structured credit modeling and scenario analysis to assess portfolio risk and expected performance.

  • Assist with reporting, surveillance, and management of CLO portfolios throughout their lifecycle.

  • Contribute analytical insights that directly support front-office investment decisions.




Required Qualifications



  • Bachelor's degree in Finance, Mathematics, Statistics, Engineering, Economics, Computer Science, or another quantitative discipline.

  • 2-4 years of relevant experience within CLOs, structured credit, leveraged finance, fixed income analytics, portfolio analytics, or credit investing.

  • Strong mathematical and analytical ability with a demonstrated interest in financial markets and structured products.

  • Understanding of investment performance measurement, attribution analysis, and portfolio analytics.

  • Experience building or working with cash flow models and return calculations.

  • Ability to calculate and analyze IRRs, expected returns, and portfolio performance metrics.

  • Advanced Excel skills and strong quantitative problem-solving capabilities.

  • Excellent attention to detail and communication skills.




Preferred Qualifications



  • Direct CLO experience strongly preferred.

  • Understanding of CLO structures, waterfalls, collateral portfolios, and liability management.

  • Familiarity with structured credit modeling.

  • Experience supporting portfolio managers or investment teams in a front-office environment.

  • Experience at a CLO manager, bank CLO platform, asset manager, or structured credit investment firm.



New York, NY Full Time Salary Range of $100,000-150,000.



#LI-DNI




About Us



Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.



At Jefferies, we are committed to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.



Jefferies is committed to creating and sustaining a workforce that welcomes individuals from all backgrounds to apply. Our employment decisions are made without regard to race, creed, color, national origin, ancestry, religion, pregnancy, age, medical condition, physical or mental disability, marital status, domestic partner status, sex, sexual orientation, gender, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodation to individuals with disabilities, as required by applicable law.



The salary offered will take into consideration an individual's experience level and qualifications. In addition to salary, Jefferies Financial Group is proud to offer a comprehensive benefits package to eligible, full-time employees or part-time employees, who are scheduled to work at least 30 hours or more per week, including an annual discretionary incentive and retention bonus, competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Jefferies also offers paid time off packages that include planned time off (e.g., vacation), unplanned time off (e.g., sick leave), and paid holidays, and for full-time employees, paid parental leave.

Job ID  300000774711005
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