CLO Portfolio & Risk Analyst

Janus Henderson Global Investors; Denver (CO); Hybrid; USD 175,000 - 225,000; Full time

Benefits offered by this job

Hybrid work environment

Generous holiday policies

Health & wellbeing benefits

Volunteer time

Professional development & tuition/re-

Parental leave

Employee events

Profit-sharing and bonuses

Job summary

Janus Henderson Investors is seeking a senior-level professional to assist Portfolio Managers with CLO portfolio management, due diligence, monitoring, and risk assessment. The role focuses on CLO ETFs and market opportunities, with emphasis on down-the-stack investing and internal platform development.

You will contribute to risk modeling, platform build-out, and close collaboration with PMs and the Street. Strong quantitative, programming, and AI-related skills are highly valued.

Qualifications

• Bachelor’s degree in finance, economics, data science, technology, engineering or mathematics.
• Previous experience in a similar role.
• World class proficiency in the Global CLO market (U.S. and Euro) with a focus on CLO market expertise, CLO manager knowledge, model building, risk pricing and driving consistent alpha in the CLO market.
• Ability to manage CLOs in a total rate of return environment, including investments down the capital stack.
• Ability to build a business around a high yielding, high risk-adjusted return CLO product, investing principally down the capital stack, including CLO equity.
• Ability to assist in building an internal CLO platform including team selection, risk and arbitrage model build out, interfacing with the Street, leveraged loan market expertise, extensive comprehension of document language, investor marketing, and an acute focus on ability to equity raise.
• Strong modeling skills. Proficient in building and maintaining financial models to forecast future revenue, earnings, and cash flows
• Quant, programming skills, AI agent skills and statistics knowledge
• Ability to multi-task, organize and assimilate large amounts of information quickly
• Ability to work and make decisions independently, as well as function effectively within a team

Responsibilities

• Assist current Portfolio Managers with the day-to-day management of the CLO portfolio including CLO ETFs and their redeem / create cashflows
• Assist with CLO manager due diligence, write-ups, surveillance, monitoring and risk assessment
• Assist in the surveillance of the current CLO portfolio including risk assessments, CLO manager performance, opportunity for risk/reward optimization, relative value opportunities and effective summary and communication with current PMs
• Assist in the continued development and improvement of a CLO risk /OAS model, focusing on down the capital stack investing
• Assist in the development and build-out of an internal CLO platform
• Carry out other duties as assigned

Skills

CLO market expertise

CLO manager knowledge

Model building

Risk pricing

Quant programming

AI skills

Statistics knowledge

Multitasking

Independent & teamwork

Capital stack investing

Education

Bachelor’s degree in finance, economics, data science, technology, engineering or mathematics

Job description

Janus Henderson Investors is seeking a senior-level professional to assist Portfolio Managers with CLO portfolio management, due diligence, monitoring, and risk assessment. The role focuses on CLO ETFs and market opportunities, with emphasis on down-the-stack investing and internal platform development.

You will contribute to risk modeling, platform build-out, and close collaboration with PMs and the Street. Strong quantitative, programming, and AI-related skills are highly valued.