CLO Portfolio Analyst: Structured Credit & Risk Analytics

CNO Services, LLC; Carmel (IN); On-site; USD 81,000 - 122,000; Full time

Benefits offered by this job

Medical insurance

Performance-based bonus

401(k) with company match

Paid time off

Short-term & long-term disability

Paid parental leave

Company-paid life insurance

Mental & Financial Well-Being

Job summary

CNO Financial Group’s 40|86 Advisors is hiring a CLO Portfolio Analyst to manage $1.25B in leveraged loans. This role involves ensuring compliance with investor requirements and developing risk assessment models.

The position requires a Bachelor's degree, proficiency in Excel, VBA, and Python, and offers a host of benefits including medical insurance and performance-based bonuses. Candidates should reside near our Carmel, IN office and will be required to come onsite.

Qualifications

• 0-1 years of experience, inclusive of internship experience.
• Proficiency in Excel, VBA and Python is required.
• Strong written and oral communication skills.

Responsibilities

• Ensuring monthly and quarterly reports are accurate and distributed.
• Monitoring compliance with indenture requirements.
• Developing and maintaining various risk models for market opportunities.
• Collaborating on portfolio optimization strategies.
• Determining daily investable cash.

Skills

Excel

VBA

Python

Financial markets knowledge

Communication skills

Education

Bachelor’s degree in Finance, Economics, Computer Science, or analytical Liberal Arts major

Tools

Risk and analytical models

Job description

CNO Financial Group’s 40|86 Advisors is hiring a CLO Portfolio Analyst to manage $1.25B in leveraged loans. This role involves ensuring compliance with investor requirements and developing risk assessment models.

The position requires a Bachelor's degree, proficiency in Excel, VBA, and Python, and offers a host of benefits including medical insurance and performance-based bonuses. Candidates should reside near our Carmel, IN office and will be required to come onsite.