CLO/CDO Investor Reporting Specialist – Hybrid, Data-Driven

Delta Capita; Charlotte (NC); Hybrid; USD 70,000 - 85,000; Full time

Job summary

Delta Capita is seeking a motivated data analyst to join the CDO/CLO space in a hybrid U.S. role.

You will perform data analysis on large asset portfolios, reconciling data and calculating portfolio tests such as overcollateralization, WAL, and concentration metrics, while reviewing complex legal documents. You will collaborate with portfolio managers, investors and rating agencies, and prepare monthly and quarterly investor reports.

Qualifications

• Bachelor's degree or equivalent
• 2+ years of experience in structured finance or related industry
• CLO/CDO knowledge and experience
• Advanced Excel skills
• Strong communication skills

Responsibilities

• Perform data analysis on large asset portfolios including data reconciliation and calculation of portfolio compliance tests such as overcollateralization ratios, weighted average spread, weighted average life and other portfolio quality and concentration ratios.
• Ensure compliance of CDO transactions by accurately comprehending and interpreting complex legal documents.
• Model portfolio compliance tests and reporting requirements as defined by CDO governing documents onto a variety of in-house systems.
• Compile monthly and quarterly investor reports, analyze hypothetical trade results and work closely with portfolio managers on comparing key portfolio information and statistics.
• Calculate and coordinate payment date auditing process with accountants, prepare priority of payment calculations (waterfalls) and distribution amounts to CDO noteholders.
• Interact with CDO portfolio managers, investors, rating agencies, investment banks, auditors and other industry participants.

Skills

Strong communication skills

Analytical thinking

Education

Bachelor's degree or equivalent

Tools

Excel

SQL

CDO Suite

Job description

Delta Capita is seeking a motivated data analyst to join the CDO/CLO space in a hybrid U.S. role.

You will perform data analysis on large asset portfolios, reconciling data and calculating portfolio tests such as overcollateralization, WAL, and concentration metrics, while reviewing complex legal documents. You will collaborate with portfolio managers, investors and rating agencies, and prepare monthly and quarterly investor reports.